Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 92464.8166 | 28615.5599 | 63849.2567 | 120629.5673 | 48964.0833 | 71665.484 |
Total P&L (%) | 92.4648 | 28.6156 | 63.8493 | 120.6296 | 48.9641 | 71.6655 |
Avg Daily Profit (%) | 0.3551 | 0.1099 | 0.2452 | 0.3043 | 0.1532 | 0.2077 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26380 | -10076 | -22341 | -61843 | -20865 | -54698 |
Profit Factor | 1.7798 | 1.5659 | 1.9388 | 1.5212 | 1.5591 | 1.4981 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 53 | 24 | 29 | 53 | 24 | 29 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 60.9195 | 55.814 | 65.9091 | 60.9195 | 55.814 | 65.9091 |
Ratio Avg Win / Avg Loss | 1.1417 | 1.2397 | 1.0028 | 0.9758 | 1.2343 | 0.7749 |
Largest Winning Trade | 15649 | 9951 | 15649 | 19808 | 14767 | 19808 |
Largest Losing Trade | -19663 | -8558 | -19663 | -47766 | -17627 | -47766 |
Avg Bars in Trades | 274 | 281 | 268 | 274 | 281 | 268 |
Avg Bars in Winners | 219 | 238 | 204 | 219 | 238 | 204 |
Avg Bars in Losers | 360 | 336 | 391 | 360 | 336 | 391 |
Bars Traded | 23894 | 12102 | 11792 | 23894 | 12102 | 11792 |
Profit Streak | 12.3237 | 24.2508 | 12.3237 | 12.3237 | 24.2508 | 12.3237 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 461699 | -47868 | 414420 | 356256 | 266975 | 311696 |
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{ "first_band": { "type": "vwma", "factors": { "length": 207, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 171, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 207, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 171, "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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