Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 94094.9089 | 13554.7686 | 80540.1403 | 113828.5799 | 18810.5933 | 95017.9866 |
Total P&L (%) | 94.0949 | 13.5548 | 80.5401 | 113.8286 | 18.8106 | 95.018 |
Avg Daily Profit (%) | 0.3613 | 0.0521 | 0.3093 | 0.2923 | 0.0662 | 0.2568 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29262 | -32885 | -20250 | -53309 | -32381 | -38649 |
Profit Factor | 1.5462 | 1.1278 | 2.2166 | 1.452 | 1.1323 | 1.867 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 72.5664 | 71.9298 | 73.2143 | 72.5664 | 71.9298 | 73.2143 |
Ratio Avg Win / Avg Loss | 0.5845 | 0.4401 | 0.811 | 0.5489 | 0.4419 | 0.683 |
Largest Winning Trade | 14137 | 14137 | 10464 | 15975 | 15820 | 15975 |
Largest Losing Trade | -25701 | -25701 | -15400 | -30240 | -27505 | -30240 |
Avg Bars in Trades | 216 | 218 | 214 | 216 | 218 | 214 |
Avg Bars in Winners | 161 | 148 | 173 | 161 | 148 | 173 |
Avg Bars in Losers | 362 | 398 | 325 | 362 | 398 | 325 |
Bars Traded | 24453 | 12445 | 12008 | 24453 | 12445 | 12008 |
Profit Streak | 4.699 | 4.699 | 15.7094 | 4.699 | 4.699 | 15.7094 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 429439 | -438403 | -167375 | 387475 | -367099 | -168498 |
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{ "first_band": { "type": "vwma", "factors": { "length": 81, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 114, "offset": 206 } } }
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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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