Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -8018.8759 | 53665.6196 | -61684.4955 | -27914.3558 | 530796.456 | -558710.8117 |
Total P&L (%) | -8.0189 | 53.6656 | -61.6845 | -27.9144 | 530.7965 | -558.7108 |
Avg Daily Profit (%) | -0.0078 | 0.0524 | -0.0602 | -0.0319 | 0.18 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -211513 | -127163 | -114905 | -1156782 | -490480 | -1046246 |
Profit Factor | 0.9882 | 1.1999 | 0.849 | 0.9895 | 1.5123 | 0.6582 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 61 | 27 | 34 | 39 | 23 | 16 |
Losing Trades | 34 | 20 | 14 | 56 | 24 | 32 |
Profitability (%) | 64.2105 | 57.4468 | 70.8333 | 41.0526 | 48.9362 | 33.3333 |
Ratio Avg Win / Avg Loss | 0.5508 | 0.8888 | 0.3496 | 1.4209 | 1.5781 | 1.3164 |
Largest Winning Trade | 38352 | 38352 | 29892 | 529353 | 373192 | 529353 |
Largest Losing Trade | -183696 | -44192 | -183696 | -183696 | -146740 | -183696 |
Avg Bars in Trades | 124 | 115 | 133 | 124 | 115 | 133 |
Avg Bars in Winners | 91 | 80 | 101 | 164 | 150 | 183 |
Avg Bars in Losers | 183 | 163 | 211 | 97 | 81 | 108 |
Bars Traded | 11844 | 5436 | 6408 | 11844 | 5436 | 6408 |
Profit Streak | 24.141 | 25.0577 | 24.141 | 24.141 | 25.0577 | 24.141 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577374 | -124716 | -577444 | -581307 | 380503 | -584959 |
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{ "first_band": { "type": "vwma", "factors": { "length": 100, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 225, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 100, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 225, "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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