Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 228284.9154 | 173265.7783 | 55019.137 | 448764.1495 | 279840.6085 | 168923.541 |
Total P&L (%) | 228.2849 | 173.2658 | 55.0191 | 448.7641 | 279.8406 | 168.9235 |
Avg Daily Profit (%) | 0.4383 | 0.3327 | 0.1056 | 0.3274 | 0.2566 | 0.1901 |
Buy And Hold Return (%) | 78.2292 | 78.2292 | 78.2292 | 78.2292 | 78.2292 | 78.2292 |
Max Trade Drawdown | -46933 | -36349 | -29871 | -242203 | -220571 | -174133 |
Profit Factor | 1.4584 | 1.7018 | 1.2191 | 1.2384 | 1.2872 | 1.186 |
Total Trades | 268 | 134 | 134 | 268 | 134 | 134 |
Winning Trades | 118 | 62 | 56 | 118 | 62 | 56 |
Losing Trades | 150 | 72 | 78 | 150 | 72 | 78 |
Profitability (%) | 44.0299 | 46.2687 | 41.791 | 44.0299 | 46.2687 | 41.791 |
Ratio Avg Win / Avg Loss | 1.8539 | 1.9763 | 1.698 | 1.5742 | 1.4948 | 1.6519 |
Largest Winning Trade | 36883 | 36883 | 27676 | 137697 | 137697 | 81608 |
Largest Losing Trade | -11337 | -10797 | -11337 | -65838 | -65838 | -61666 |
Avg Bars in Trades | 91 | 95 | 88 | 91 | 95 | 88 |
Avg Bars in Winners | 113 | 111 | 115 | 113 | 111 | 115 |
Avg Bars in Losers | 74 | 81 | 68 | 74 | 81 | 68 |
Bars Traded | 24591 | 12735 | 11856 | 24591 | 12735 | 11856 |
Profit Streak | 5.6845 | 11.5178 | 5.6845 | 5.6845 | 11.5178 | 5.6845 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 299606 | 209701 | -220291 | 301374 | 173301 | -16380 |
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{ "first_band": { "type": "vwma", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 116, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 116, "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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