Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 70566.56 | 31648.9559 | 38917.6041 | 59461.7563 | 16099.3055 | 43362.4508 |
Total P&L (%) | 70.5666 | 31.649 | 38.9176 | 59.4618 | 16.0993 | 43.3625 |
Avg Daily Profit (%) | 0.271 | 0.1215 | 0.1494 | 0.1793 | 0.0573 | 0.1384 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41211 | -34038 | -38688 | -58411 | -48420 | -52570 |
Profit Factor | 1.219 | 1.1915 | 1.2479 | 1.1408 | 1.0736 | 1.2131 |
Total Trades | 201 | 100 | 101 | 201 | 100 | 101 |
Winning Trades | 101 | 49 | 52 | 101 | 49 | 52 |
Losing Trades | 100 | 51 | 49 | 100 | 51 | 49 |
Profitability (%) | 50.2488 | 49 | 51.4851 | 50.2488 | 49 | 51.4851 |
Ratio Avg Win / Avg Loss | 1.2069 | 1.2401 | 1.1759 | 1.1295 | 1.1174 | 1.1431 |
Largest Winning Trade | 17877 | 17525 | 17877 | 20325 | 18985 | 20325 |
Largest Losing Trade | -13474 | -13474 | -10948 | -17684 | -17684 | -13039 |
Avg Bars in Trades | 122 | 123 | 121 | 122 | 123 | 121 |
Avg Bars in Winners | 127 | 118 | 134 | 127 | 118 | 134 |
Avg Bars in Losers | 118 | 128 | 107 | 118 | 128 | 107 |
Bars Traded | 24658 | 12376 | 12282 | 24658 | 12376 | 12282 |
Profit Streak | 9.0995 | 12.4745 | 9.0995 | 9.0995 | 12.4745 | 9.0995 |
Trades During Streak | 6 | 4 | 3 | 6 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330529 | -44157 | 142478 | -57518 | -265917 | -10565 |
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{ "first_band": { "type": "vwma", "factors": { "length": 246, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 135, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 246, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 135, "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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