Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1257645.5164 | 1051766.452 | 205879.0644 | 4158126.233 | 9460249.5577 | -5302123.3246 |
Total P&L (%) | 1257.6455 | 1051.7665 | 205.8791 | 4158.1262 | 9460.2496 | -5302.1233 |
Avg Daily Profit (%) | 0.5269 | 0.4406 | 0.0863 | 0.1573 | 0.1912 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141826 | -52472 | -116656 | -36372646 | -10592570 | -36544251 |
Profit Factor | 3.6826 | 8.2241 | 1.637 | 1.0625 | 1.7001 | 0.9001 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Profitability (%) | 49.1228 | 44.8276 | 53.5714 | 49.1228 | 44.8276 | 53.5714 |
Ratio Avg Win / Avg Loss | 3.8142 | 10.122 | 1.4187 | 1.1004 | 2.0924 | 0.78 |
Largest Winning Trade | 643992 | 643992 | 73191 | 13116678 | 8254796 | 13116678 |
Largest Losing Trade | -73336 | -17222 | -73336 | -20639140 | -3085196 | -20639140 |
Avg Bars in Trades | 118 | 84 | 155 | 118 | 84 | 155 |
Avg Bars in Winners | 161 | 101 | 212 | 161 | 101 | 212 |
Avg Bars in Losers | 78 | 69 | 88 | 78 | 69 | 88 |
Bars Traded | 6777 | 2437 | 4340 | 6777 | 2437 | 4340 |
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 | -162180 | 596017 | -96410 | -323980 | 328231 | -601370 |
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{ "first_band": { "type": "vwma", "factors": { "length": 153, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 62, "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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