Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1627912.063 | 1481285.2578 | 146626.8052 | 25336864.5222 | 21250010.8903 | 4086853.6319 |
Total P&L (%) | 1627.9121 | 1481.2853 | 146.6268 | 25336.8645 | 21250.0109 | 4086.8536 |
Avg Daily Profit (%) | 0.8935 | 0.813 | 0.0805 | 0.3045 | 0.2948 | 0.2052 |
Buy And Hold Return (%) | 631.8519 | 631.8519 | 631.8519 | 631.8519 | 631.8519 | 631.8519 |
Max Trade Drawdown | -71660 | -53100 | -52048 | -30542751 | -20768310 | -22015487 |
Profit Factor | 3.5509 | 5.9431 | 1.4332 | 1.2079 | 1.3694 | 1.0635 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 55 | 25 | 30 | 55 | 25 | 30 |
Losing Trades | 127 | 66 | 61 | 127 | 66 | 61 |
Profitability (%) | 30.2198 | 27.4725 | 32.967 | 30.2198 | 27.4725 | 32.967 |
Ratio Avg Win / Avg Loss | 8.1994 | 15.6898 | 2.9141 | 2.7893 | 3.6153 | 2.1625 |
Largest Winning Trade | 889556 | 889556 | 78458 | 23967604 | 23967604 | 13385095 |
Largest Losing Trade | -26916 | -14097 | -26916 | -5036858 | -3627383 | -5036858 |
Avg Bars in Trades | 29 | 27 | 31 | 29 | 27 | 31 |
Avg Bars in Winners | 71 | 68 | 74 | 71 | 68 | 74 |
Avg Bars in Losers | 10 | 11 | 10 | 10 | 11 | 10 |
Bars Traded | 5331 | 2472 | 2859 | 5331 | 2472 | 2859 |
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 | 361092 | -1880 | -256209 | 111655 | -8483 | -148730 |
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{ "first_band": { "type": "wma", "factors": { "length": 84, "offset": 0 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 84, "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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