Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1120566.8645 | 1155716.9808 | -35150.1163 | 259837.7458 | 25128.3006 | 234709.4452 |
Total P&L (%) | 1120.5669 | 1155.717 | -35.1501 | 259.8377 | 25.1283 | 234.7094 |
Avg Daily Profit (%) | 0.4484 | 0.4624 | -0.0141 | 0.0512 | 0.009 | 0.0484 |
Buy And Hold Return (%) | 433.4107 | 433.4107 | 433.4107 | 433.4107 | 433.4107 | 433.4107 |
Max Trade Drawdown | -156699 | -90113 | -120130 | -768954 | -688921 | -329141 |
Profit Factor | 2.6292 | 4.8552 | 0.9094 | 1.1181 | 1.021 | 1.2343 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 39.1892 | 35.1351 | 43.2432 | 39.1892 | 35.1351 | 43.2432 |
Ratio Avg Win / Avg Loss | 4.0798 | 8.9635 | 1.1936 | 1.735 | 1.8849 | 1.62 |
Largest Winning Trade | 777554 | 777554 | 55844 | 320655 | 320655 | 255417 |
Largest Losing Trade | -50096 | -45538 | -50096 | -292598 | -280748 | -292598 |
Avg Bars in Trades | 198 | 191 | 205 | 198 | 191 | 205 |
Avg Bars in Winners | 352 | 357 | 348 | 352 | 357 | 348 |
Avg Bars in Losers | 99 | 102 | 97 | 99 | 102 | 97 |
Bars Traded | 14718 | 7100 | 7618 | 14718 | 7100 | 7618 |
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 | -61286 | 316324 | -581733 | -452723 | -548746 | -295944 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 133, "offset": 84 } }, "second_band": { "type": "vwma", "factors": { "length": 87, "offset": 0 } } }
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# | 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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