Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1785596.2154 | 1618250.749 | 167345.4664 | 33565957.4612 | 19812615.8492 | 13753341.612 |
Total P&L (%) | 1785.5962 | 1618.2507 | 167.3455 | 33565.9575 | 19812.6158 | 13753.3416 |
Avg Daily Profit (%) | 0.9818 | 0.8898 | 0.092 | 0.3205 | 0.2915 | 0.2715 |
Buy And Hold Return (%) | 630.2537 | 630.2537 | 630.2537 | 630.2537 | 630.2537 | 630.2537 |
Max Trade Drawdown | -65165 | -48049 | -47679 | -36741767 | -27297014 | -22772944 |
Profit Factor | 3.5985 | 5.7709 | 1.4809 | 1.2613 | 1.2985 | 1.2215 |
Total Trades | 208 | 104 | 104 | 208 | 104 | 104 |
Winning Trades | 63 | 27 | 36 | 63 | 27 | 36 |
Losing Trades | 145 | 77 | 68 | 145 | 77 | 68 |
Profitability (%) | 30.2885 | 25.9615 | 34.6154 | 30.2885 | 25.9615 | 34.6154 |
Ratio Avg Win / Avg Loss | 8.2823 | 16.4578 | 2.7973 | 2.903 | 3.7032 | 2.3073 |
Largest Winning Trade | 1008884 | 1008884 | 70283 | 23509688 | 23509688 | 17335352 |
Largest Losing Trade | -26916 | -17941 | -26916 | -8380720 | -8380720 | -6069667 |
Avg Bars in Trades | 25 | 23 | 27 | 25 | 23 | 27 |
Avg Bars in Winners | 62 | 61 | 62 | 62 | 61 | 62 |
Avg Bars in Losers | 9 | 10 | 8 | 9 | 10 | 8 |
Bars Traded | 5346 | 2481 | 2865 | 5346 | 2481 | 2865 |
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 | 379171 | -7467 | -239579 | 134170 | -15570 | 121753 |
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{ "first_band": { "type": "wma", "factors": { "length": 73, "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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