Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 487648.1176 | 470155.4601 | 17492.6575 | 26568.8773 | 142511.2427 | -115942.3654 |
Total P&L (%) | 487.6481 | 470.1555 | 17.4927 | 26.5689 | 142.5112 | -115.9424 |
Avg Daily Profit (%) | 0.2556 | 0.2464 | 0.0092 | 0.0124 | 0.0464 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154327 | -153583 | -72950 | -769521 | -694114 | -279183 |
Profit Factor | 1.6157 | 2.0068 | 1.0538 | 1.0108 | 1.0984 | 0.8842 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 55 | 25 | 30 | 55 | 25 | 30 |
Losing Trades | 75 | 40 | 35 | 75 | 40 | 35 |
Profitability (%) | 42.3077 | 38.4615 | 46.1538 | 42.3077 | 38.4615 | 46.1538 |
Ratio Avg Win / Avg Loss | 2.2033 | 3.2108 | 1.2295 | 1.3784 | 1.7575 | 1.0316 |
Largest Winning Trade | 379570 | 379570 | 49965 | 489391 | 489391 | 191814 |
Largest Losing Trade | -36146 | -36146 | -28454 | -175285 | -175285 | -169543 |
Avg Bars in Trades | 42 | 49 | 35 | 42 | 49 | 35 |
Avg Bars in Winners | 61 | 77 | 48 | 61 | 77 | 48 |
Avg Bars in Losers | 28 | 32 | 24 | 28 | 32 | 24 |
Bars Traded | 5558 | 3244 | 2314 | 5558 | 3244 | 2314 |
Profit Streak | 0 | 0 | 39.9214 | 0 | 0 | 39.9214 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306284 | -124614 | -482927 | -390997 | -378476 | -711577 |
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{ "first_band": { "type": "wma", "factors": { "length": 78, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 43, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 78, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 43, "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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