Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1730033.9831 | 1591153.3755 | 138880.6076 | 22893443.9309 | 17819085.9869 | 5074357.944 |
Total P&L (%) | 1730.034 | 1591.1534 | 138.8806 | 22893.4439 | 17819.086 | 5074.3579 |
Avg Daily Profit (%) | 0.9474 | 0.8714 | 0.0761 | 0.2982 | 0.2845 | 0.2164 |
Buy And Hold Return (%) | 655.4952 | 655.4952 | 655.4952 | 655.4952 | 655.4952 | 655.4952 |
Max Trade Drawdown | -66949 | -56801 | -45596 | -18406466 | -18335307 | -10564907 |
Profit Factor | 3.4532 | 5.5516 | 1.3905 | 1.2521 | 1.382 | 1.1149 |
Total Trades | 201 | 100 | 101 | 201 | 100 | 101 |
Winning Trades | 62 | 29 | 33 | 62 | 29 | 33 |
Losing Trades | 139 | 71 | 68 | 139 | 71 | 68 |
Profitability (%) | 30.8458 | 29 | 32.6733 | 30.8458 | 29 | 32.6733 |
Ratio Avg Win / Avg Loss | 7.7419 | 13.5919 | 2.8653 | 2.8072 | 3.3836 | 2.2974 |
Largest Winning Trade | 999429 | 999429 | 78307 | 17124043 | 17124043 | 7491250 |
Largest Losing Trade | -25603 | -16495 | -25603 | -5045445 | -2602035 | -5045445 |
Avg Bars in Trades | 35 | 33 | 37 | 35 | 33 | 37 |
Avg Bars in Winners | 84 | 78 | 89 | 84 | 78 | 89 |
Avg Bars in Losers | 13 | 14 | 12 | 13 | 14 | 12 |
Bars Traded | 7119 | 3320 | 3800 | 7119 | 3320 | 3800 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 362532 | 176944 | -262449 | 121798 | -2016 | -91850 |
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{ "first_band": { "type": "wma", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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