Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1776279.9819 | 46068.0094 | -1822347.9913 | 1170470.6458 | -6138512.8156 | 7308983.4614 |
Total P&L (%) | -1776.28 | 46.068 | -1822.348 | 1170.4706 | -6138.5128 | 7308.9835 |
Avg Daily Profit (%) | -0.9044 | 0.0235 | -0.9279 | 0.1295 | 0 | 0.2195 |
Buy And Hold Return (%) | 1731.0811 | 1731.0811 | 1731.0811 | 1731.0811 | 1731.0811 | 1731.0811 |
Max Trade Drawdown | -1905957 | -122577 | -1918006 | -12055995 | -10285545 | -3717938 |
Profit Factor | 0.2311 | 1.1807 | 0.1133 | 1.048 | 0.5764 | 1.7401 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 61 | 33 | 28 | 59 | 31 | 28 |
Losing Trades | 29 | 12 | 17 | 31 | 14 | 17 |
Profitability (%) | 67.7778 | 73.3333 | 62.2222 | 65.5556 | 68.8889 | 62.2222 |
Ratio Avg Win / Avg Loss | 0.1099 | 0.4293 | 0.0688 | 0.5507 | 0.2603 | 1.0565 |
Largest Winning Trade | 25197 | 25197 | 20883 | 11731196 | 1695989 | 11731196 |
Largest Losing Trade | -1591953 | -59987 | -1591953 | -6315567 | -6315567 | -3091781 |
Avg Bars in Trades | 63 | 65 | 60 | 63 | 65 | 60 |
Avg Bars in Winners | 26 | 29 | 23 | 30 | 31 | 29 |
Avg Bars in Losers | 139 | 165 | 120 | 125 | 142 | 111 |
Bars Traded | 5670 | 2959 | 2710 | 5670 | 2959 | 2710 |
Profit Streak | 400.4507 | 0 | 551.4507 | 400.4507 | 0 | 551.4507 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577369 | -347673 | -577776 | -351722 | -578263 | 409275 |
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{ "first_band": { "type": "vwma", "factors": { "length": 7, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 179, "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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