Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 149445.245 | 62528.8141 | 86916.4309 | 231194.419 | 128944.8996 | 102249.5194 |
Total P&L (%) | 149.4452 | 62.5288 | 86.9164 | 231.1944 | 128.9449 | 102.2495 |
Avg Daily Profit (%) | 0.5739 | 0.2401 | 0.3338 | 0.4609 | 0.3186 | 0.2708 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40011 | -34355 | -24534 | -40257 | -36765 | -37374 |
Profit Factor | 1.5645 | 1.4931 | 1.6301 | 1.5932 | 1.7043 | 1.4948 |
Total Trades | 149 | 75 | 74 | 149 | 75 | 74 |
Winning Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Losing Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Profitability (%) | 52.349 | 52 | 52.7027 | 52.349 | 52 | 52.7027 |
Ratio Avg Win / Avg Loss | 1.4241 | 1.3783 | 1.4629 | 1.4502 | 1.5732 | 1.3414 |
Largest Winning Trade | 31046 | 19727 | 31046 | 42207 | 42207 | 26562 |
Largest Losing Trade | -12925 | -11871 | -12925 | -23275 | -22311 | -23275 |
Avg Bars in Trades | 165 | 172 | 158 | 165 | 172 | 158 |
Avg Bars in Winners | 176 | 202 | 151 | 176 | 202 | 151 |
Avg Bars in Losers | 153 | 140 | 166 | 153 | 140 | 166 |
Bars Traded | 24677 | 12943 | 11734 | 24677 | 12943 | 11734 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 425510 | -49364 | -54763 | 397072 | -46230 | -56002 |
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{ "first_band": { "type": "vwma", "factors": { "length": 53, "offset": 95 } }, "second_band": { "type": "rma", "factors": { "length": 221, "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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