Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 6029774.7106 | 6105750.5032 | -75975.7926 | 373092.475 | 104239.7599 | 268852.7151 |
Total P&L (%) | 6029.7747 | 6105.7505 | -75.9758 | 373.0925 | 104.2398 | 268.8527 |
Avg Daily Profit (%) | 3.0709 | 3.1096 | -0.0387 | 0.0792 | 0.0364 | 0.0665 |
Buy And Hold Return (%) | 1727.553 | 1727.553 | 1727.553 | 1727.553 | 1727.553 | 1727.553 |
Max Trade Drawdown | -267407 | -95216 | -181566 | -437464 | -356910 | -259377 |
Profit Factor | 12.6315 | 24.6489 | 0.708 | 1.2717 | 1.1209 | 1.5263 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 22 | 13 | 9 | 22 | 13 | 9 |
Losing Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Profitability (%) | 36.6667 | 43.3333 | 30 | 36.6667 | 43.3333 | 30 |
Ratio Avg Win / Avg Loss | 21.818 | 32.2332 | 1.6521 | 2.1965 | 1.4657 | 3.5613 |
Largest Winning Trade | 6179533 | 6179533 | 49684 | 316427 | 316427 | 229779 |
Largest Losing Trade | -42254 | -42254 | -34998 | -246698 | -246698 | -80617 |
Avg Bars in Trades | 126 | 129 | 122 | 126 | 129 | 122 |
Avg Bars in Winners | 208 | 196 | 224 | 208 | 196 | 224 |
Avg Bars in Losers | 78 | 78 | 78 | 78 | 78 | 78 |
Bars Traded | 7568 | 3898 | 3670 | 7568 | 3898 | 3670 |
Profit Streak | 0 | 0 | 593.6354 | 0 | 0 | 593.6354 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -157972 | 663224 | -584867 | -430949 | -400306 | -274210 |
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{ "first_band": { "type": "wma", "factors": { "length": 236, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 59, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 236, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 59, "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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