Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1438647.2103 | 1223762.5878 | 214884.6225 | 5612371.8693 | -808851.2102 | 6421223.0794 |
Total P&L (%) | 1438.6472 | 1223.7626 | 214.8846 | 5612.3719 | -808.8512 | 6421.2231 |
Avg Daily Profit (%) | 0.6095 | 0.5185 | 0.091 | 0.1715 | 0 | 0.1772 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90856 | -68856 | -119291 | -2368105 | -3306605 | -1132129 |
Profit Factor | 4.0027 | 5.7268 | 1.9758 | 1.5795 | 0.8837 | 3.3537 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 47 | 26 | 21 | 47 | 26 | 21 |
Profitability (%) | 42.6829 | 36.5854 | 48.7805 | 42.6829 | 36.5854 | 48.7805 |
Ratio Avg Win / Avg Loss | 5.3751 | 9.9265 | 2.0746 | 2.1211 | 1.5318 | 3.5213 |
Largest Winning Trade | 1091274 | 1091274 | 62714 | 2967710 | 1471912 | 2967710 |
Largest Losing Trade | -41591 | -21188 | -41591 | -1073711 | -1073711 | -556360 |
Avg Bars in Trades | 112 | 102 | 121 | 112 | 102 | 121 |
Avg Bars in Winners | 184 | 179 | 188 | 184 | 179 | 188 |
Avg Bars in Losers | 58 | 58 | 57 | 58 | 58 | 57 |
Bars Traded | 9188 | 4215 | 4973 | 9188 | 4215 | 4973 |
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 | 251226 | 500643 | -68100 | -925 | -583181 | 497395 |
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{ "first_band": { "type": "wma", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 39, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 39, "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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