Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 855974.1414 | 780421.7493 | 75552.3921 | 1878473.256 | 2794218.2347 | -915744.9787 |
Total P&L (%) | 855.9741 | 780.4217 | 75.5524 | 1878.4733 | 2794.2182 | -915.745 |
Avg Daily Profit (%) | 0.4738 | 0.432 | 0.0418 | 0.1654 | 0.1865 | 0 |
Buy And Hold Return (%) | 224.5558 | 224.5558 | 224.5558 | 224.5558 | 224.5558 | 224.5558 |
Max Trade Drawdown | -111373 | -73921 | -55240 | -5111054 | -2908258 | -2737777 |
Profit Factor | 2.7627 | 4.0636 | 1.3273 | 1.1707 | 1.5134 | 0.8353 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 43.75 | 40.625 | 46.875 | 43.75 | 40.625 | 46.875 |
Ratio Avg Win / Avg Loss | 3.552 | 5.939 | 1.5042 | 1.5052 | 2.2118 | 0.9466 |
Largest Winning Trade | 402799 | 402799 | 68101 | 3528758 | 3528758 | 944812 |
Largest Losing Trade | -47129 | -32624 | -47129 | -2119723 | -1154864 | -2119723 |
Avg Bars in Trades | 165 | 144 | 186 | 165 | 144 | 186 |
Avg Bars in Winners | 266 | 234 | 294 | 266 | 234 | 294 |
Avg Bars in Losers | 86 | 82 | 90 | 86 | 82 | 90 |
Bars Traded | 10562 | 4610 | 5952 | 10562 | 4610 | 5952 |
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 | -132947 | 387440 | -302706 | -170065 | 242733 | -582025 |
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{ "first_band": { "type": "vwma", "factors": { "length": 142, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 167, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 142, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 167, "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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