Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2224001.9397 | 205130.553 | -2429132.4927 | 10992373.1046 | 57297475.3889 | -46305102.2843 |
Total P&L (%) | -2224.0019 | 205.1306 | -2429.1325 | 10992.3731 | 57297.4754 | -46305.1023 |
Avg Daily Profit (%) | -0.9795 | 0.0903 | -1.0699 | 0.2076 | 0.2802 | 0 |
Buy And Hold Return (%) | 10645.934 | 10645.934 | 10645.934 | 10645.934 | 10645.934 | 10645.934 |
Max Trade Drawdown | -2523815 | -35762 | -2522897 | -193991435 | -11410063 | -183491660 |
Profit Factor | 0.2517 | 2.4364 | 0.1414 | 1.044 | 2.5616 | 0.783 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 61 | 28 | 33 | 59 | 27 | 32 |
Losing Trades | 36 | 21 | 15 | 38 | 22 | 16 |
Profitability (%) | 62.8866 | 57.1429 | 68.75 | 60.8247 | 55.102 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.1485 | 1.8273 | 0.0643 | 0.6724 | 2.0872 | 0.3915 |
Largest Winning Trade | 43209 | 43209 | 40458 | 27825602 | 27825602 | 25600250 |
Largest Losing Trade | -1999715 | -27332 | -1999715 | -125841489 | -9619497 | -125841489 |
Avg Bars in Trades | 85 | 51 | 120 | 85 | 51 | 120 |
Avg Bars in Winners | 71 | 51 | 87 | 78 | 48 | 103 |
Avg Bars in Losers | 108 | 50 | 191 | 95 | 54 | 153 |
Bars Traded | 8275 | 2505 | 5770 | 8275 | 2505 | 5770 |
Profit Streak | 155.5333 | 155.5333 | 275.5333 | 155.5333 | 155.5333 | 412.7833 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577884 | -231882 | -576887 | -318773 | 499032 | -577151 |
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{ "first_band": { "type": "vwma", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 224, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 224, "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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