Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 74417.8323 | 27498.5497 | 46919.2826 | 74711.0519 | 35941.0704 | 38769.9815 |
Total P&L (%) | 74.4178 | 27.4986 | 46.9193 | 74.7111 | 35.9411 | 38.77 |
Avg Daily Profit (%) | 0.2858 | 0.1056 | 0.1802 | 0.2145 | 0.118 | 0.1259 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30584 | -29237 | -30760 | -64257 | -36607 | -65432 |
Profit Factor | 1.3461 | 1.2232 | 1.5109 | 1.2189 | 1.2021 | 1.2371 |
Total Trades | 189 | 95 | 94 | 189 | 95 | 94 |
Winning Trades | 119 | 57 | 62 | 119 | 57 | 62 |
Losing Trades | 70 | 38 | 32 | 70 | 38 | 32 |
Profitability (%) | 62.963 | 60 | 65.9574 | 62.963 | 60 | 65.9574 |
Ratio Avg Win / Avg Loss | 0.7918 | 0.8155 | 0.7798 | 0.717 | 0.8014 | 0.6385 |
Largest Winning Trade | 8797 | 8797 | 5744 | 14413 | 14413 | 9914 |
Largest Losing Trade | -24615 | -20949 | -24615 | -52537 | -22359 | -52537 |
Avg Bars in Trades | 129 | 138 | 120 | 129 | 138 | 120 |
Avg Bars in Winners | 92 | 85 | 99 | 92 | 85 | 99 |
Avg Bars in Losers | 192 | 218 | 162 | 192 | 218 | 162 |
Bars Traded | 24553 | 13200 | 11353 | 24553 | 13200 | 11353 |
Profit Streak | 4.5147 | 4.9314 | 4.5147 | 4.5147 | 4.9314 | 4.5147 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341448 | -56680 | 232509 | 291533 | -39548 | -28337 |
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{ "first_band": { "type": "vwma", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 84, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 84, "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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