Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 163173.8559 | 117939.5478 | 45234.3081 | 223650.7439 | 253608.4276 | -29957.6837 |
Total P&L (%) | 163.1739 | 117.9395 | 45.2343 | 223.6507 | 253.6084 | -29.9577 |
Avg Daily Profit (%) | 0.3133 | 0.2264 | 0.0869 | 0.2258 | 0.2428 | -0.0683 |
Buy And Hold Return (%) | 27.7904 | 27.7904 | 27.7904 | 27.7904 | 27.7904 | 27.7904 |
Max Trade Drawdown | -74411 | -37214 | -60598 | -390504 | -168852 | -316762 |
Profit Factor | 1.3685 | 1.5939 | 1.1852 | 1.1313 | 1.3437 | 0.969 |
Total Trades | 256 | 128 | 128 | 256 | 128 | 128 |
Winning Trades | 118 | 62 | 56 | 118 | 62 | 56 |
Losing Trades | 138 | 66 | 72 | 138 | 66 | 72 |
Profitability (%) | 46.0938 | 48.4375 | 43.75 | 46.0938 | 48.4375 | 43.75 |
Ratio Avg Win / Avg Loss | 1.6004 | 1.6967 | 1.5238 | 1.3231 | 1.4304 | 1.2458 |
Largest Winning Trade | 36033 | 36033 | 33131 | 118080 | 118080 | 79885 |
Largest Losing Trade | -14308 | -13350 | -14308 | -80760 | -64352 | -80760 |
Avg Bars in Trades | 96 | 99 | 93 | 96 | 99 | 93 |
Avg Bars in Winners | 113 | 113 | 113 | 113 | 113 | 113 |
Avg Bars in Losers | 81 | 86 | 77 | 81 | 86 | 77 |
Bars Traded | 24736 | 12768 | 11968 | 24736 | 12768 | 11968 |
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 | 313267 | 267894 | -105301 | -68956 | 250093 | -582325 |
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{ "first_band": { "type": "vwma", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 138, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 138, "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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