Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1660939.5593 | 1627642.5151 | 33297.0443 | 706897.2612 | -572097.2175 | 1278994.4788 |
Total P&L (%) | 1660.9396 | 1627.6425 | 33.297 | 706.8973 | -572.0972 | 1278.9945 |
Avg Daily Profit (%) | 0.9271 | 0.9085 | 0.0186 | 0.1166 | 0 | 0.1466 |
Buy And Hold Return (%) | 491.2401 | 491.2401 | 491.2401 | 491.2401 | 491.2401 | 491.2401 |
Max Trade Drawdown | -118187 | -147162 | -179281 | -1450997 | -1449493 | -764224 |
Profit Factor | 3.0323 | 5.2162 | 1.0772 | 1.1172 | 0.8423 | 1.5324 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 65 | 26 | 39 | 65 | 26 | 39 |
Losing Trades | 63 | 38 | 25 | 63 | 38 | 25 |
Profitability (%) | 50.7813 | 40.625 | 60.9375 | 50.7813 | 40.625 | 60.9375 |
Ratio Avg Win / Avg Loss | 2.939 | 7.6237 | 0.6905 | 1.0828 | 1.2311 | 0.9823 |
Largest Winning Trade | 1398193 | 1398193 | 59844 | 535323 | 440768 | 535323 |
Largest Losing Trade | -73249 | -25822 | -73249 | -659895 | -325743 | -659895 |
Avg Bars in Trades | 82 | 63 | 100 | 82 | 63 | 100 |
Avg Bars in Winners | 110 | 90 | 123 | 110 | 90 | 123 |
Avg Bars in Losers | 53 | 45 | 65 | 53 | 45 | 65 |
Bars Traded | 10527 | 4070 | 6457 | 10527 | 4070 | 6457 |
Profit Streak | 19.632 | 42.632 | 0 | 19.632 | 42.632 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 622584 | -123735 | -608823 | -156694 | -721228 | -138347 |
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{ "first_band": { "type": "vwma", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 35, "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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