Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 846417.9455 | 673259.5363 | 173158.4093 | 1609505.3926 | 1577019.2859 | 32486.1067 |
Total P&L (%) | 846.4179 | 673.2595 | 173.1584 | 1609.5054 | 1577.0193 | 32.4861 |
Avg Daily Profit (%) | 0.5297 | 0.4213 | 0.1084 | 0.1778 | 0.1766 | 0.0176 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133063 | -119863 | -105522 | -4871179 | -4009387 | -4061255 |
Profit Factor | 2.0361 | 2.557 | 1.4503 | 1.0607 | 1.1195 | 1.0024 |
Total Trades | 171 | 86 | 85 | 171 | 86 | 85 |
Winning Trades | 62 | 23 | 39 | 62 | 23 | 39 |
Losing Trades | 109 | 63 | 46 | 109 | 63 | 46 |
Profitability (%) | 36.2573 | 26.7442 | 45.8824 | 36.2573 | 26.7442 | 45.8824 |
Ratio Avg Win / Avg Loss | 3.5796 | 7.004 | 1.7106 | 1.8648 | 3.0664 | 1.1824 |
Largest Winning Trade | 423352 | 423352 | 51151 | 4418790 | 4418790 | 1336054 |
Largest Losing Trade | -26620 | -19459 | -26620 | -1304635 | -736499 | -1304635 |
Avg Bars in Trades | 110 | 93 | 126 | 110 | 93 | 126 |
Avg Bars in Winners | 197 | 195 | 199 | 197 | 195 | 199 |
Avg Bars in Losers | 60 | 56 | 65 | 60 | 56 | 65 |
Bars Traded | 18843 | 8060 | 10783 | 18843 | 8060 | 10783 |
Profit Streak | 42.4325 | 42.4325 | 50.3492 | 42.4325 | 42.4325 | 50.3492 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 405498 | -7095 | -47577 | -148277 | -102047 | -391431 |
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{ "first_band": { "type": "vwma", "factors": { "length": 158, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 51, "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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