Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 790609.3842 | 602003.8412 | 188605.543 | 8351314.7758 | 5051800.6933 | 3299514.0825 |
Total P&L (%) | 790.6094 | 602.0038 | 188.6055 | 8351.3148 | 5051.8007 | 3299.5141 |
Avg Daily Profit (%) | 0.3795 | 0.289 | 0.0905 | 0.2132 | 0.1894 | 0.1694 |
Buy And Hold Return (%) | 96.7932 | 96.7932 | 96.7932 | 96.7932 | 96.7932 | 96.7932 |
Max Trade Drawdown | -108202 | -57252 | -80522 | -7075629 | -5956626 | -2504505 |
Profit Factor | 1.8154 | 2.2296 | 1.3929 | 1.2037 | 1.2542 | 1.1561 |
Total Trades | 317 | 158 | 159 | 317 | 158 | 159 |
Winning Trades | 110 | 46 | 64 | 110 | 46 | 64 |
Losing Trades | 207 | 112 | 95 | 207 | 112 | 95 |
Profitability (%) | 34.7003 | 29.1139 | 40.2516 | 34.7003 | 29.1139 | 40.2516 |
Ratio Avg Win / Avg Loss | 3.4163 | 5.4286 | 2.0676 | 2.2651 | 3.0538 | 1.7161 |
Largest Winning Trade | 199565 | 199565 | 33574 | 5271282 | 5271282 | 2024779 |
Largest Losing Trade | -15456 | -14900 | -15456 | -1113443 | -900484 | -1113443 |
Avg Bars in Trades | 78 | 68 | 87 | 78 | 68 | 87 |
Avg Bars in Winners | 144 | 136 | 149 | 144 | 136 | 149 |
Avg Bars in Losers | 42 | 41 | 45 | 42 | 41 | 45 |
Bars Traded | 24744 | 10880 | 13865 | 24744 | 10880 | 13865 |
Profit Streak | 16.3344 | 0 | 39.5844 | 16.3344 | 0 | 39.5844 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334771 | 39973 | -80089 | 181441 | -2548 | -42441 |
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{ "first_band": { "type": "vwma", "factors": { "length": 117, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 25, "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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