Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 516550.9912 | 548248.1084 | -31697.1171 | 51178.0382 | 631442.439 | -580264.4007 |
Total P&L (%) | 516.551 | 548.2481 | -31.6971 | 51.178 | 631.4424 | -580.2644 |
Avg Daily Profit (%) | 0.284 | 0.3014 | -0.0174 | 0.0227 | 0.1095 | 0 |
Buy And Hold Return (%) | 226.6681 | 226.6681 | 226.6681 | 226.6681 | 226.6681 | 226.6681 |
Max Trade Drawdown | -137929 | -81727 | -132262 | -592041 | -357353 | -602953 |
Profit Factor | 1.9407 | 3.5372 | 0.9048 | 1.0295 | 2.0168 | 0.4781 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 42.029 | 41.1765 | 42.8571 | 42.029 | 41.1765 | 42.8571 |
Ratio Avg Win / Avg Loss | 2.6768 | 5.0532 | 1.2064 | 1.42 | 2.8812 | 0.6374 |
Largest Winning Trade | 267933 | 267933 | 66888 | 309110 | 309110 | 126909 |
Largest Losing Trade | -72948 | -51630 | -72948 | -220794 | -220794 | -181250 |
Avg Bars in Trades | 152 | 135 | 169 | 152 | 135 | 169 |
Avg Bars in Winners | 239 | 220 | 256 | 239 | 220 | 256 |
Avg Bars in Losers | 90 | 76 | 104 | 90 | 76 | 104 |
Bars Traded | 10543 | 4613 | 5930 | 10543 | 4613 | 5930 |
Profit Streak | 0 | 46.8719 | 0 | 0 | 46.8719 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -101965 | 311022 | -581898 | -625701 | -48812 | -583565 |
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{ "first_band": { "type": "vwma", "factors": { "length": 226, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 62, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 226, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 62, "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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