Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1508086.4072 | 1335421.1149 | 172665.2923 | 2394518.4824 | -479692.6181 | 2874211.1006 |
Total P&L (%) | 1508.0864 | 1335.4211 | 172.6653 | 2394.5185 | -479.6926 | 2874.2111 |
Avg Daily Profit (%) | 0.6392 | 0.566 | 0.0732 | 0.1364 | 0 | 0.1439 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133314 | -90527 | -135908 | -3467083 | -1866357 | -1906188 |
Profit Factor | 3.2254 | 4.4786 | 1.5878 | 1.2863 | 0.907 | 1.8963 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 48 | 19 | 29 | 48 | 19 | 29 |
Losing Trades | 59 | 35 | 24 | 59 | 35 | 24 |
Profitability (%) | 44.8598 | 35.1852 | 54.717 | 44.8598 | 35.1852 | 54.717 |
Ratio Avg Win / Avg Loss | 3.9646 | 8.25 | 1.314 | 1.5811 | 1.6708 | 1.5694 |
Largest Winning Trade | 1177799 | 1177799 | 70228 | 2318870 | 1505754 | 2318870 |
Largest Losing Trade | -49728 | -26430 | -49728 | -1193037 | -886907 | -1193037 |
Avg Bars in Trades | 86 | 81 | 92 | 86 | 81 | 92 |
Avg Bars in Winners | 136 | 145 | 130 | 136 | 145 | 130 |
Avg Bars in Losers | 46 | 46 | 46 | 46 | 46 | 46 |
Bars Traded | 9272 | 4394 | 4878 | 9272 | 4394 | 4878 |
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 | 584728 | -167515 | -272825 | -11078 | -764094 | -176364 |
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{ "first_band": { "type": "wma", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 36, "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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