Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 801119.7575 | 753228.6551 | 47891.1023 | 1609791.1138 | 4534853.2313 | -2925062.1175 |
Total P&L (%) | 801.1198 | 753.2287 | 47.8911 | 1609.7911 | 4534.8532 | -2925.0621 |
Avg Daily Profit (%) | 0.3691 | 0.3471 | 0.0221 | 0.1309 | 0.1769 | 0 |
Buy And Hold Return (%) | 624.5018 | 624.5018 | 624.5018 | 624.5018 | 624.5018 | 624.5018 |
Max Trade Drawdown | -168429 | -104938 | -99241 | -7656957 | -5334423 | -4250005 |
Profit Factor | 2.4521 | 3.8042 | 1.1692 | 1.1038 | 1.587 | 0.624 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Losing Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Profitability (%) | 54.5455 | 57.5758 | 51.5152 | 54.5455 | 57.5758 | 51.5152 |
Ratio Avg Win / Avg Loss | 2.0434 | 2.8031 | 1.1004 | 0.9198 | 1.1693 | 0.5873 |
Largest Winning Trade | 220329 | 220329 | 66311 | 5540557 | 5540557 | 1090586 |
Largest Losing Trade | -43367 | -43367 | -41542 | -2526029 | -2526029 | -2510867 |
Avg Bars in Trades | 127 | 146 | 108 | 127 | 146 | 108 |
Avg Bars in Winners | 171 | 182 | 158 | 171 | 182 | 158 |
Avg Bars in Losers | 74 | 96 | 55 | 74 | 96 | 55 |
Bars Traded | 8404 | 4823 | 3581 | 8404 | 4823 | 3581 |
Profit Streak | 82.4506 | 118.9506 | 82.4506 | 82.4506 | 118.9506 | 82.4506 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -190583 | -83914 | -362874 | -256289 | 403189 | -580048 |
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{ "first_band": { "type": "wma", "factors": { "length": 194, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 83, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 194, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 83, "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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