Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 149619.1937 | 54074.1067 | 95545.087 | 134212.3101 | 71036.6277 | 63175.6824 |
Total P&L (%) | 149.6192 | 54.0741 | 95.5451 | 134.2123 | 71.0366 | 63.1757 |
Avg Daily Profit (%) | 0.2873 | 0.1038 | 0.1834 | 0.1635 | 0.1031 | 0.0941 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77561 | -34613 | -61350 | -106481 | -37148 | -93061 |
Profit Factor | 1.7286 | 1.5008 | 1.9811 | 1.516 | 1.6229 | 1.4325 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Losing Trades | 26 | 15 | 11 | 26 | 15 | 11 |
Profitability (%) | 67.0886 | 62.5 | 71.7949 | 67.0886 | 62.5 | 71.7949 |
Ratio Avg Win / Avg Loss | 0.848 | 0.9005 | 0.7783 | 0.7437 | 0.9738 | 0.5628 |
Largest Winning Trade | 25610 | 19127 | 25610 | 29439 | 29439 | 24707 |
Largest Losing Trade | -61350 | -34613 | -61350 | -93061 | -24814 | -93061 |
Avg Bars in Trades | 310 | 341 | 278 | 310 | 341 | 278 |
Avg Bars in Winners | 219 | 216 | 223 | 219 | 216 | 223 |
Avg Bars in Losers | 493 | 549 | 418 | 493 | 549 | 418 |
Bars Traded | 24491 | 13642 | 10849 | 24491 | 13642 | 10849 |
Profit Streak | 58.055 | 58.055 | 71.9508 | 58.055 | 58.055 | 71.9508 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -18918 | -53315 | 436269 | -20737 | -52565 | -64969 |
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{ "first_band": { "type": "vwma", "factors": { "length": 215, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 182, "offset": 0 } } }
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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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