Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1526351.7192 | 1535538.4912 | -9186.772 | 6761.7579 | 1262332.5149 | -1255570.757 |
Total P&L (%) | 1526.3517 | 1535.5385 | -9.1868 | 6.7618 | 1262.3325 | -1255.5708 |
Avg Daily Profit (%) | 0.6581 | 0.6621 | -0.004 | 0.0028 | 0.1127 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -193441 | -178923 | -154825 | -6549661 | -3908191 | -2946531 |
Profit Factor | 2.2966 | 3.2025 | 0.9809 | 1.0005 | 1.1542 | 0.7157 |
Total Trades | 145 | 72 | 73 | 145 | 72 | 73 |
Winning Trades | 65 | 29 | 36 | 65 | 29 | 36 |
Losing Trades | 80 | 43 | 37 | 80 | 43 | 37 |
Profitability (%) | 44.8276 | 40.2778 | 49.3151 | 44.8276 | 40.2778 | 49.3151 |
Ratio Avg Win / Avg Loss | 2.8265 | 4.7485 | 1.0081 | 1.2314 | 1.7115 | 0.7356 |
Largest Winning Trade | 1350271 | 1350271 | 61673 | 4894550 | 4894550 | 1397458 |
Largest Losing Trade | -40965 | -40965 | -40366 | -2444259 | -2444259 | -883428 |
Avg Bars in Trades | 45 | 57 | 33 | 45 | 57 | 33 |
Avg Bars in Winners | 56 | 78 | 38 | 56 | 78 | 38 |
Avg Bars in Losers | 36 | 44 | 27 | 36 | 44 | 27 |
Bars Traded | 6597 | 4172 | 2425 | 6597 | 4172 | 2425 |
Profit Streak | 14.0847 | 0 | 14.7514 | 14.0847 | 0 | 14.7514 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 550565 | -65131 | -650747 | -575791 | -175155 | -652413 |
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{ "first_band": { "type": "wma", "factors": { "length": 105, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 69, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 105, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 69, "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) |
---|