Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 123668.0847 | 32107.3513 | 91560.7334 | 149560.7997 | 49337.2978 | 100223.5019 |
Total P&L (%) | 123.6681 | 32.1074 | 91.5607 | 149.5608 | 49.3373 | 100.2235 |
Avg Daily Profit (%) | 0.2374 | 0.0616 | 0.1758 | 0.1757 | 0.077 | 0.1334 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71002 | -50538 | -56058 | -76793 | -55734 | -51166 |
Profit Factor | 1.4245 | 1.2184 | 1.6343 | 1.462 | 1.3175 | 1.5956 |
Total Trades | 157 | 78 | 79 | 157 | 78 | 79 |
Winning Trades | 99 | 47 | 52 | 99 | 47 | 52 |
Losing Trades | 58 | 31 | 27 | 58 | 31 | 27 |
Profitability (%) | 63.0573 | 60.2564 | 65.8228 | 63.0573 | 60.2564 | 65.8228 |
Ratio Avg Win / Avg Loss | 0.8345 | 0.8036 | 0.8486 | 0.8566 | 0.869 | 0.8285 |
Largest Winning Trade | 15272 | 12607 | 15272 | 19643 | 19131 | 19643 |
Largest Losing Trade | -24380 | -22852 | -24380 | -30351 | -30351 | -20043 |
Avg Bars in Trades | 154 | 156 | 152 | 154 | 156 | 152 |
Avg Bars in Winners | 112 | 101 | 123 | 112 | 101 | 123 |
Avg Bars in Losers | 225 | 241 | 207 | 225 | 241 | 207 |
Bars Traded | 24255 | 12227 | 12028 | 24255 | 12227 | 12028 |
Profit Streak | 10.5228 | 21.3562 | 10.5228 | 10.5228 | 21.3562 | 10.5228 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 365885 | -148484 | -16815 | 355169 | -125838 | -39278 |
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{ "first_band": { "type": "vwma", "factors": { "length": 111, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 177, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 111, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 177, "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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