Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 111431.2209 | 78068.003 | 33363.2178 | 133590.0233 | 84543.8278 | 49046.1955 |
Total P&L (%) | 111.4312 | 78.068 | 33.3632 | 133.59 | 84.5438 | 49.0462 |
Avg Daily Profit (%) | 0.4441 | 0.3111 | 0.133 | 0.3387 | 0.2445 | 0.1592 |
Buy And Hold Return (%) | 24.7387 | 24.7387 | 24.7387 | 24.7387 | 24.7387 | 24.7387 |
Max Trade Drawdown | -49853 | -22295 | -37923 | -75318 | -58404 | -32983 |
Profit Factor | 1.6416 | 1.9516 | 1.3641 | 1.5322 | 1.661 | 1.3984 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Losing Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Profitability (%) | 67.5 | 70 | 65 | 67.5 | 70 | 65 |
Ratio Avg Win / Avg Loss | 0.7904 | 0.8364 | 0.7345 | 0.7377 | 0.7118 | 0.753 |
Largest Winning Trade | 24034 | 24034 | 11443 | 20651 | 20651 | 18158 |
Largest Losing Trade | -34257 | -22295 | -34257 | -58404 | -58404 | -29762 |
Avg Bars in Trades | 285 | 281 | 290 | 285 | 281 | 290 |
Avg Bars in Winners | 173 | 173 | 172 | 173 | 173 | 172 |
Avg Bars in Losers | 519 | 531 | 508 | 519 | 531 | 508 |
Bars Traded | 22857 | 11253 | 11604 | 22857 | 11253 | 11604 |
Profit Streak | 26.5164 | 37.2143 | 26.5164 | 26.5164 | 37.2143 | 26.5164 |
Trades During Streak | 7 | 5 | 3 | 7 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -12775 | 333302 | -72010 | -13464 | 300979 | 46683 |
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{ "first_band": { "type": "vwma", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 180, "offset": 228 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 180, "offset": 228 } } }
# | 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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