Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 926537.8814 | 701184.5225 | 225353.3588 | 26934132.5174 | 8111368.7812 | 18822763.7361 |
Total P&L (%) | 926.5379 | 701.1845 | 225.3534 | 26934.1325 | 8111.3688 | 18822.7637 |
Avg Daily Profit (%) | 0.5726 | 0.4334 | 0.1393 | 0.3467 | 0.2728 | 0.3246 |
Buy And Hold Return (%) | 26.5436 | 26.5436 | 26.5436 | 26.5436 | 26.5436 | 26.5436 |
Max Trade Drawdown | -82797 | -80380 | -74469 | -7447373 | -8183152 | -3923309 |
Profit Factor | 2.5471 | 3.4483 | 1.7211 | 1.7219 | 1.3449 | 2.3652 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Losing Trades | 74 | 36 | 38 | 74 | 36 | 38 |
Profitability (%) | 43.5115 | 45.4545 | 41.5385 | 43.5115 | 45.4545 | 41.5385 |
Ratio Avg Win / Avg Loss | 3.3067 | 4.1379 | 2.4223 | 2.2355 | 1.6138 | 3.3288 |
Largest Winning Trade | 189497 | 189497 | 73332 | 10087904 | 10087904 | 8625150 |
Largest Losing Trade | -31862 | -25445 | -31862 | -5962393 | -5962393 | -2271145 |
Avg Bars in Trades | 145 | 115 | 176 | 145 | 115 | 176 |
Avg Bars in Winners | 244 | 188 | 307 | 244 | 188 | 307 |
Avg Bars in Losers | 69 | 54 | 83 | 69 | 54 | 83 |
Bars Traded | 19063 | 7606 | 11457 | 19063 | 7606 | 11457 |
Profit Streak | 0 | 0 | 510.5312 | 0 | 0 | 510.5312 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 500490 | -109598 | -138503 | 373641 | -116096 | -121057 |
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{ "first_band": { "type": "vwma", "factors": { "length": 137, "offset": 40 } }, "second_band": { "type": "wma", "factors": { "length": 169, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 137, "offset": 40 } }, "second_band": { "type": "wma", "factors": { "length": 169, "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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