Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 976863.821 | 917065.0199 | 59798.8012 | 23334486.9156 | 22921090.6537 | 413396.2618 |
Total P&L (%) | 976.8638 | 917.065 | 59.7988 | 23334.4869 | 22921.0907 | 413.3963 |
Avg Daily Profit (%) | 0.527 | 0.4947 | 0.0323 | 0.2948 | 0.2938 | 0.0883 |
Buy And Hold Return (%) | 6895.4615 | 6895.4615 | 6895.4615 | 6895.4615 | 6895.4615 | 6895.4615 |
Max Trade Drawdown | -90626 | -105637 | -127735 | -8262792 | -4343085 | -6649498 |
Profit Factor | 2.0526 | 2.9532 | 1.1304 | 1.4899 | 1.9773 | 1.0171 |
Total Trades | 256 | 128 | 128 | 256 | 128 | 128 |
Winning Trades | 125 | 65 | 60 | 125 | 65 | 60 |
Losing Trades | 131 | 63 | 68 | 131 | 63 | 68 |
Profitability (%) | 48.8281 | 50.7813 | 46.875 | 48.8281 | 50.7813 | 46.875 |
Ratio Avg Win / Avg Loss | 2.1512 | 2.8624 | 1.2811 | 1.5615 | 1.9165 | 1.1527 |
Largest Winning Trade | 135320 | 135320 | 49684 | 5825380 | 5825380 | 4632329 |
Largest Losing Trade | -34930 | -26106 | -34930 | -2635790 | -2474248 | -2635790 |
Avg Bars in Trades | 86 | 88 | 83 | 86 | 88 | 83 |
Avg Bars in Winners | 115 | 116 | 113 | 115 | 116 | 113 |
Avg Bars in Losers | 58 | 59 | 57 | 58 | 59 | 57 |
Bars Traded | 22029 | 11291 | 10738 | 22029 | 11291 | 10738 |
Profit Streak | 16.0759 | 19.9925 | 16.0759 | 16.0759 | 19.9925 | 16.0759 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -148621 | -148629 | -392999 | 390814 | 386094 | -442946 |
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{ "first_band": { "type": "vwma", "factors": { "length": 90, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 120, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 90, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 120, "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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