Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 97910.7219 | 52771.3788 | 45139.3431 | 108406.5997 | 82352.076 | 26054.5238 |
Total P&L (%) | 97.9107 | 52.7714 | 45.1393 | 108.4066 | 82.3521 | 26.0545 |
Avg Daily Profit (%) | 0.376 | 0.2026 | 0.1733 | 0.2824 | 0.231 | 0.089 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57652 | -13523 | -59665 | -142133 | -26443 | -144457 |
Profit Factor | 1.5563 | 1.7365 | 1.4326 | 1.2749 | 1.5626 | 1.1051 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 69 | 33 | 36 | 69 | 33 | 36 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 66.3462 | 63.4615 | 69.2308 | 66.3462 | 63.4615 | 69.2308 |
Ratio Avg Win / Avg Loss | 0.7894 | 0.9998 | 0.6367 | 0.6467 | 0.8997 | 0.4911 |
Largest Winning Trade | 24694 | 24694 | 12425 | 43691 | 43691 | 21930 |
Largest Losing Trade | -28199 | -13319 | -28199 | -60006 | -25813 | -60006 |
Avg Bars in Trades | 234 | 227 | 241 | 234 | 227 | 241 |
Avg Bars in Winners | 165 | 169 | 161 | 165 | 169 | 161 |
Avg Bars in Losers | 370 | 328 | 419 | 370 | 328 | 419 |
Bars Traded | 24382 | 11840 | 12542 | 24382 | 11840 | 12542 |
Profit Streak | 5.2923 | 5.2923 | 18.2507 | 5.2923 | 5.2923 | 18.2507 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 406399 | -171985 | -173036 | 315683 | -171087 | -362182 |
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{ "first_band": { "type": "vwma", "factors": { "length": 138, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 139, "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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