Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 790513.6771 | 765108.9102 | 25404.7669 | 1262509.3514 | 4735083.6147 | -3472574.2632 |
Total P&L (%) | 790.5137 | 765.1089 | 25.4048 | 1262.5094 | 4735.0836 | -3472.5743 |
Avg Daily Profit (%) | 0.3656 | 0.3539 | 0.0118 | 0.1209 | 0.1796 | 0 |
Buy And Hold Return (%) | 508.6957 | 508.6957 | 508.6957 | 508.6957 | 508.6957 | 508.6957 |
Max Trade Drawdown | -170444 | -97226 | -108700 | -7076463 | -4886733 | -4496669 |
Profit Factor | 2.4195 | 3.9306 | 1.0859 | 1.0825 | 1.6477 | 0.5658 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Losing Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Profitability (%) | 53.9683 | 59.375 | 48.3871 | 53.9683 | 59.375 | 48.3871 |
Ratio Avg Win / Avg Loss | 2.0637 | 2.6894 | 1.1583 | 0.9233 | 1.1273 | 0.6035 |
Largest Winning Trade | 219899 | 219899 | 65812 | 5260377 | 5260377 | 865295 |
Largest Losing Trade | -41542 | -41281 | -41542 | -2747918 | -2496399 | -2747918 |
Avg Bars in Trades | 65 | 75 | 54 | 65 | 75 | 54 |
Avg Bars in Winners | 90 | 93 | 85 | 90 | 93 | 85 |
Avg Bars in Losers | 36 | 48 | 26 | 36 | 48 | 26 |
Bars Traded | 4116 | 2417 | 1699 | 4116 | 2417 | 1699 |
Profit Streak | 76.7414 | 113.2414 | 0 | 76.7414 | 113.2414 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -145726 | 284924 | -469646 | -316291 | 418251 | -581445 |
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{ "first_band": { "type": "wma", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 41, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 41, "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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