Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 336383.0271 | 55529.45 | 280853.5771 | 570352.0385 | 15916.3769 | 554435.6615 |
Total P&L (%) | 336.383 | 55.5295 | 280.8536 | 570.352 | 15.9164 | 554.4357 |
Avg Daily Profit (%) | 0.2195 | 0.0362 | 0.1833 | 0.1243 | 0.0096 | 0.1227 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71311 | -77457 | -29173 | -338391 | -297445 | -175647 |
Profit Factor | 1.667 | 1.1879 | 2.3448 | 1.3402 | 1.0166 | 1.7696 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Losing Trades | 62 | 33 | 29 | 62 | 33 | 29 |
Profitability (%) | 45.614 | 42.1053 | 49.1228 | 45.614 | 42.1053 | 49.1228 |
Ratio Avg Win / Avg Loss | 1.9875 | 1.6334 | 2.4286 | 1.5979 | 1.3979 | 1.8328 |
Largest Winning Trade | 57964 | 57860 | 57964 | 210452 | 210452 | 180403 |
Largest Losing Trade | -28371 | -28371 | -23195 | -168424 | -114865 | -168424 |
Avg Bars in Trades | 79 | 52 | 106 | 79 | 52 | 106 |
Avg Bars in Winners | 113 | 62 | 157 | 113 | 62 | 157 |
Avg Bars in Losers | 51 | 45 | 57 | 51 | 45 | 57 |
Bars Traded | 9063 | 2985 | 6078 | 9063 | 2985 | 6078 |
Profit Streak | 19.3258 | 44.6591 | 19.3258 | 19.3258 | 44.6591 | 19.3258 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 381886 | -340740 | -167894 | -25612 | -574353 | -205290 |
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{ "first_band": { "type": "vwma", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 84, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 84, "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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