Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 530241.977 | 316849.2818 | 213392.6952 | 2237234.7445 | 1624056.9178 | 613177.8267 |
Total P&L (%) | 530.242 | 316.8493 | 213.3927 | 2237.2347 | 1624.0569 | 613.1778 |
Avg Daily Profit (%) | 0.3159 | 0.1888 | 0.1271 | 0.1879 | 0.1698 | 0.1171 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94159 | -108986 | -55727 | -744190 | -198585 | -773326 |
Profit Factor | 1.6396 | 1.789 | 1.4993 | 1.712 | 2.2674 | 1.3295 |
Total Trades | 305 | 153 | 152 | 305 | 153 | 152 |
Winning Trades | 106 | 51 | 55 | 106 | 51 | 55 |
Losing Trades | 199 | 102 | 97 | 199 | 102 | 97 |
Profitability (%) | 34.7541 | 33.3333 | 36.1842 | 34.7541 | 33.3333 | 36.1842 |
Ratio Avg Win / Avg Loss | 3.0781 | 3.578 | 2.6441 | 3.214 | 4.5348 | 2.3448 |
Largest Winning Trade | 87346 | 87346 | 48225 | 780289 | 780289 | 469379 |
Largest Losing Trade | -25377 | -25377 | -23519 | -198585 | -198585 | -184663 |
Avg Bars in Trades | 21 | 19 | 23 | 21 | 19 | 23 |
Avg Bars in Winners | 42 | 38 | 47 | 42 | 38 | 47 |
Avg Bars in Losers | 10 | 10 | 10 | 10 | 10 | 10 |
Bars Traded | 6639 | 3002 | 3637 | 6639 | 3002 | 3637 |
Profit Streak | 10.8579 | 33.6079 | 0 | 10.8579 | 33.6079 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313965 | 214378 | -25737 | 279619 | 256770 | -39720 |
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{ "first_band": { "type": "vwma", "factors": { "length": 32, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 65, "offset": 0 } } }
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# | 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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