Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 535809.2372 | 304294.5938 | 231514.6434 | 2664381.9683 | 2282724.9016 | 381657.0667 |
Total P&L (%) | 535.8092 | 304.2946 | 231.5146 | 2664.382 | 2282.7249 | 381.6571 |
Avg Daily Profit (%) | 0.3192 | 0.1813 | 0.1379 | 0.198 | 0.1891 | 0.0937 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82761 | -84457 | -51567 | -3587223 | -1803127 | -2165250 |
Profit Factor | 1.8928 | 1.9588 | 1.8187 | 1.2984 | 1.5256 | 1.0833 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 57 | 25 | 32 | 57 | 25 | 32 |
Losing Trades | 85 | 46 | 39 | 85 | 46 | 39 |
Profitability (%) | 40.1408 | 35.2113 | 45.0704 | 40.1408 | 35.2113 | 45.0704 |
Ratio Avg Win / Avg Loss | 2.8226 | 3.6042 | 2.2165 | 1.9363 | 2.8071 | 1.3202 |
Largest Winning Trade | 89810 | 89810 | 53830 | 1373238 | 1373238 | 952877 |
Largest Losing Trade | -23492 | -17739 | -23492 | -749061 | -749061 | -665905 |
Avg Bars in Trades | 46 | 40 | 52 | 46 | 40 | 52 |
Avg Bars in Winners | 81 | 73 | 87 | 81 | 73 | 87 |
Avg Bars in Losers | 22 | 22 | 23 | 22 | 22 | 23 |
Bars Traded | 6583 | 2885 | 3698 | 6583 | 2885 | 3698 |
Profit Streak | 41.7978 | 0 | 48.7978 | 41.7978 | 0 | 48.7978 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 350717 | -81527 | -93763 | 226724 | -82191 | -285129 |
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{ "first_band": { "type": "vwma", "factors": { "length": 47, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 39, "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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