Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 540376.8001 | 377888.3673 | 162488.4329 | 554740.177 | 155131.6518 | 399608.5252 |
Total P&L (%) | 540.3768 | 377.8884 | 162.4884 | 554.7402 | 155.1317 | 399.6085 |
Avg Daily Profit (%) | 0.308 | 0.2154 | 0.0926 | 0.1072 | 0.0534 | 0.0917 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118164 | -158035 | -54205 | -316509 | -290677 | -112318 |
Profit Factor | 1.675 | 1.7946 | 1.5 | 1.2904 | 1.1335 | 1.5341 |
Total Trades | 145 | 73 | 72 | 145 | 73 | 72 |
Winning Trades | 71 | 33 | 38 | 71 | 33 | 38 |
Losing Trades | 74 | 40 | 34 | 74 | 40 | 34 |
Profitability (%) | 48.9655 | 45.2055 | 52.7778 | 48.9655 | 45.2055 | 52.7778 |
Ratio Avg Win / Avg Loss | 1.7458 | 2.1753 | 1.3421 | 1.3449 | 1.3739 | 1.3726 |
Largest Winning Trade | 189757 | 189757 | 56808 | 240981 | 240981 | 93103 |
Largest Losing Trade | -37587 | -37587 | -23172 | -105173 | -105173 | -93931 |
Avg Bars in Trades | 141 | 129 | 153 | 141 | 129 | 153 |
Avg Bars in Winners | 176 | 171 | 181 | 176 | 171 | 181 |
Avg Bars in Losers | 107 | 95 | 121 | 107 | 95 | 121 |
Bars Traded | 20504 | 9482 | 11022 | 20504 | 9482 | 11022 |
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 | 436162 | -62666 | -146819 | -49485 | -269103 | -147789 |
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{ "first_band": { "type": "vwma", "factors": { "length": 72, "offset": 140 } }, "second_band": { "type": "sinwma", "factors": { "length": 248, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 72, "offset": 140 } }, "second_band": { "type": "sinwma", "factors": { "length": 248, "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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