Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2423783.5456 | 2300000.7347 | 123782.8109 | 10382554.3521 | 12474479.7048 | -2091925.3527 |
Total P&L (%) | 2423.7835 | 2300.0007 | 123.7828 | 10382.5544 | 12474.4797 | -2091.9254 |
Avg Daily Profit (%) | 1.0956 | 1.0396 | 0.056 | 0.2105 | 0.2188 | 0 |
Buy And Hold Return (%) | 573.5088 | 573.5088 | 573.5088 | 573.5088 | 573.5088 | 573.5088 |
Max Trade Drawdown | -106214 | -81411 | -62601 | -20635342 | -11855638 | -14217488 |
Profit Factor | 5.3879 | 10.3297 | 1.4047 | 1.1446 | 1.3834 | 0.9467 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Profitability (%) | 34.9398 | 33.3333 | 36.5854 | 34.9398 | 33.3333 | 36.5854 |
Ratio Avg Win / Avg Loss | 10.0326 | 20.6594 | 2.4348 | 2.1314 | 2.7668 | 1.6409 |
Largest Winning Trade | 2069222 | 2069222 | 52142 | 13333930 | 13333930 | 7222874 |
Largest Losing Trade | -21114 | -19378 | -21114 | -4855076 | -2373959 | -4855076 |
Avg Bars in Trades | 78 | 65 | 91 | 78 | 65 | 91 |
Avg Bars in Winners | 173 | 140 | 204 | 173 | 140 | 204 |
Avg Bars in Losers | 27 | 27 | 26 | 27 | 27 | 26 |
Bars Traded | 6503 | 2737 | 3766 | 6503 | 2737 | 3766 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 444474 | 477039 | -287328 | -59310 | 124718 | -583181 |
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{ "first_band": { "type": "vwma", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 8, "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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