Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 632431.1764 | 505727.8066 | 126703.3698 | 869460.4281 | -77472.0072 | 946932.4352 |
Total P&L (%) | 632.4312 | 505.7278 | 126.7034 | 869.4604 | -77.472 | 946.9324 |
Avg Daily Profit (%) | 0.3365 | 0.2691 | 0.0674 | 0.1209 | -0.0793 | 0.125 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124930 | -71091 | -82338 | -2090423 | -1622988 | -755392 |
Profit Factor | 2.6265 | 3.4694 | 1.6885 | 1.1999 | 0.9691 | 1.5145 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 25 | 10 | 15 | 25 | 10 | 15 |
Losing Trades | 34 | 20 | 14 | 34 | 20 | 14 |
Profitability (%) | 42.3729 | 33.3333 | 51.7241 | 42.3729 | 33.3333 | 51.7241 |
Ratio Avg Win / Avg Loss | 3.572 | 6.9388 | 1.5759 | 1.6318 | 1.9383 | 1.4135 |
Largest Winning Trade | 424668 | 424668 | 58626 | 746473 | 650621 | 746473 |
Largest Losing Trade | -44797 | -39866 | -44797 | -508560 | -394129 | -508560 |
Avg Bars in Trades | 92 | 77 | 106 | 92 | 77 | 106 |
Avg Bars in Winners | 167 | 153 | 176 | 167 | 153 | 176 |
Avg Bars in Losers | 36 | 39 | 31 | 36 | 39 | 31 |
Bars Traded | 5431 | 2333 | 3098 | 5431 | 2333 | 3098 |
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 | -168252 | 314455 | -99562 | -213173 | -584529 | -24135 |
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{ "first_band": { "type": "wma", "factors": { "length": 138, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 28, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 138, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 28, "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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