Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 157608.9507 | 147632.2468 | 9976.704 | -78412.4642 | 117567.4424 | -195979.9066 |
Total P&L (%) | 157.609 | 147.6322 | 9.9767 | -78.4125 | 117.5674 | -195.9799 |
Avg Daily Profit (%) | 0.3026 | 0.2835 | 0.0192 | -0.2939 | 0.1494 | 0 |
Buy And Hold Return (%) | 47.255 | 47.255 | 47.255 | 47.255 | 47.255 | 47.255 |
Max Trade Drawdown | -94990 | -32287 | -94990 | -213933 | -17763 | -231378 |
Profit Factor | 1.4526 | 2.5513 | 1.0394 | 0.8064 | 3.4786 | 0.4519 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 67 | 31 | 36 | 67 | 31 | 36 |
Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Profitability (%) | 67 | 62 | 72 | 67 | 62 | 72 |
Ratio Avg Win / Avg Loss | 0.7155 | 1.5637 | 0.4042 | 0.3972 | 2.132 | 0.1757 |
Largest Winning Trade | 23326 | 23326 | 21025 | 31946 | 31946 | 29300 |
Largest Losing Trade | -94990 | -26646 | -94990 | -213933 | -14084 | -213933 |
Avg Bars in Trades | 246 | 222 | 270 | 246 | 222 | 270 |
Avg Bars in Winners | 182 | 139 | 218 | 182 | 139 | 218 |
Avg Bars in Losers | 376 | 358 | 401 | 376 | 358 | 401 |
Bars Traded | 24626 | 11125 | 13501 | 24626 | 11125 | 13501 |
Profit Streak | 16.2614 | 16.2614 | 42.0114 | 16.2614 | 16.2614 | 42.0114 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313054 | -168294 | -688221 | -577116 | -169133 | -757126 |
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{ "first_band": { "type": "vwma", "factors": { "length": 162, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 143, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 162, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 143, "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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