Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 255975.7269 | 133962.2436 | 122013.4834 | 83888.6335 | 298374.6727 | -214486.0392 |
Total P&L (%) | 255.9757 | 133.9622 | 122.0135 | 83.8886 | 298.3747 | -214.486 |
Avg Daily Profit (%) | 0.1522 | 0.0796 | 0.0725 | 0.0362 | 0.0822 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129080 | -54343 | -116673 | -1032996 | -190863 | -1079464 |
Profit Factor | 1.3879 | 1.4384 | 1.3444 | 1.0283 | 1.2759 | 0.8861 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 59 | 28 | 31 | 59 | 28 | 31 |
Losing Trades | 66 | 35 | 31 | 66 | 35 | 31 |
Profitability (%) | 47.2 | 44.4444 | 50 | 47.2 | 44.4444 | 50 |
Ratio Avg Win / Avg Loss | 1.5526 | 1.7981 | 1.3444 | 1.1503 | 1.5949 | 0.8861 |
Largest Winning Trade | 65219 | 65219 | 40371 | 255228 | 255228 | 204316 |
Largest Losing Trade | -51613 | -23269 | -51613 | -561898 | -81183 | -561898 |
Avg Bars in Trades | 157 | 122 | 192 | 157 | 122 | 192 |
Avg Bars in Winners | 210 | 166 | 251 | 210 | 166 | 251 |
Avg Bars in Losers | 109 | 87 | 134 | 109 | 87 | 134 |
Bars Traded | 19651 | 7710 | 11941 | 19651 | 7710 | 11941 |
Profit Streak | 14.4504 | 39.5337 | 0 | 14.4504 | 39.5337 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316052 | -233139 | -249906 | -334063 | -230709 | -734958 |
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{ "first_band": { "type": "vwma", "factors": { "length": 241, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 156, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 241, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 156, "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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