Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 484591.3414 | 514721.0493 | -30129.7079 | -16929.1137 | 1022230.3557 | -1039159.4694 |
Total P&L (%) | 484.5913 | 514.721 | -30.1297 | -16.9291 | 1022.2304 | -1039.1595 |
Avg Daily Profit (%) | 0.2673 | 0.2839 | -0.0166 | -0.0102 | 0.1335 | 0 |
Buy And Hold Return (%) | 123.4769 | 123.4769 | 123.4769 | 123.4769 | 123.4769 | 123.4769 |
Max Trade Drawdown | -173391 | -81211 | -155498 | -1519062 | -473864 | -1263912 |
Profit Factor | 1.7271 | 3.0342 | 0.9271 | 0.994 | 2.0989 | 0.4488 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Profitability (%) | 54.5455 | 51.5152 | 57.5758 | 54.5455 | 51.5152 | 57.5758 |
Ratio Avg Win / Avg Loss | 1.4393 | 2.8557 | 0.6831 | 0.8283 | 1.9755 | 0.3307 |
Largest Winning Trade | 256676 | 256676 | 69758 | 712565 | 712565 | 141697 |
Largest Losing Trade | -82604 | -30768 | -82604 | -675092 | -206245 | -675092 |
Avg Bars in Trades | 160 | 130 | 190 | 160 | 130 | 190 |
Avg Bars in Winners | 169 | 123 | 210 | 169 | 123 | 210 |
Avg Bars in Losers | 149 | 136 | 164 | 149 | 136 | 164 |
Bars Traded | 10590 | 4292 | 6298 | 10590 | 4292 | 6298 |
Profit Streak | 48.7945 | 0 | 72.1278 | 48.7945 | 0 | 72.1278 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -119278 | 455402 | -579262 | -708126 | -10288 | -579262 |
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{ "first_band": { "type": "vwma", "factors": { "length": 248, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 146, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 248, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 146, "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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