Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 468800.7303 | 368434.7914 | 100365.939 | -550717.6688 | 895817.4119 | -1446535.0807 |
Total P&L (%) | 468.8007 | 368.4348 | 100.3659 | -550.7177 | 895.8174 | -1446.5351 |
Avg Daily Profit (%) | 0.2465 | 0.1937 | 0.0528 | 0 | 0.1209 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -233483 | -77705 | -191767 | -1945959 | -548675 | -1526530 |
Profit Factor | 1.8101 | 2.3001 | 1.3399 | 0.8166 | 1.7825 | 0.2215 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 29 | 15 | 14 | 28 | 19 | 9 |
Losing Trades | 28 | 14 | 14 | 29 | 10 | 19 |
Profitability (%) | 50.8772 | 51.7241 | 50 | 49.1228 | 65.5172 | 32.1429 |
Ratio Avg Win / Avg Loss | 1.7477 | 2.1468 | 1.3399 | 0.8458 | 0.9381 | 0.4677 |
Largest Winning Trade | 182164 | 182164 | 59542 | 633353 | 633353 | 95330 |
Largest Losing Trade | -127502 | -48975 | -127502 | -671090 | -474441 | -671090 |
Avg Bars in Trades | 129 | 96 | 163 | 129 | 96 | 163 |
Avg Bars in Winners | 197 | 132 | 267 | 95 | 76 | 135 |
Avg Bars in Losers | 59 | 58 | 60 | 163 | 136 | 177 |
Bars Traded | 7394 | 2807 | 4587 | 7394 | 2807 | 4587 |
Profit Streak | 0 | 0 | 672.544 | 504.544 | 554.044 | 0 |
Trades During Streak | 0 | 0 | 2 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -167933 | 436144 | -142217 | -760034 | -28028 | -608777 |
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{ "first_band": { "type": "vwma", "factors": { "length": 140, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 47, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 140, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 47, "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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