Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2121731.7689 | 163491.773 | -2285223.5419 | -9036554.2054 | 39081112.6172 | -48117666.8226 |
Total P&L (%) | -2121.7318 | 163.4918 | -2285.2235 | -9036.5542 | 39081.1126 | -48117.6668 |
Avg Daily Profit (%) | -0.934 | 0.072 | -1.0059 | 0 | 0.2632 | 0 |
Buy And Hold Return (%) | 9724.6902 | 9724.6902 | 9724.6902 | 9724.6902 | 9724.6902 | 9724.6902 |
Max Trade Drawdown | -2239330 | -71318 | -2317713 | -114520142 | -11539013 | -111397301 |
Profit Factor | 0.2161 | 2.4734 | 0.1196 | 0.9443 | 3.0261 | 0.6636 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 40 | 19 | 21 | 39 | 17 | 22 |
Losing Trades | 26 | 14 | 12 | 27 | 16 | 11 |
Profitability (%) | 60.6061 | 57.5758 | 63.6364 | 59.0909 | 51.5152 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.1404 | 1.8225 | 0.0683 | 0.6538 | 2.848 | 0.3318 |
Largest Winning Trade | 48514 | 45245 | 48514 | 20868416 | 20868416 | 17688671 |
Largest Losing Trade | -1882860 | -51805 | -1882860 | -57079137 | -7456175 | -57079137 |
Avg Bars in Trades | 130 | 100 | 161 | 130 | 100 | 161 |
Avg Bars in Winners | 105 | 80 | 127 | 122 | 106 | 134 |
Avg Bars in Losers | 170 | 128 | 220 | 143 | 93 | 214 |
Bars Traded | 8637 | 3316 | 5321 | 8637 | 3316 | 5321 |
Profit Streak | 18.2921 | 145.7921 | 0 | 0 | 0 | 90.0421 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -707339 | -255994 | -579035 | -708099 | 443665 | -578083 |
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{ "first_band": { "type": "vwma", "factors": { "length": 178, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 230, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 178, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 230, "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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