Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2287031.4855 | 2238432.5138 | 48598.9716 | 251888.147 | 1751021.5788 | -1499133.4318 |
Total P&L (%) | 2287.0315 | 2238.4325 | 48.599 | 251.8881 | 1751.0216 | -1499.1334 |
Avg Daily Profit (%) | 0.9909 | 0.9699 | 0.0211 | 0.0545 | 0.1265 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -167889 | -176118 | -128127 | -3539283 | -2140043 | -2454625 |
Profit Factor | 3.5693 | 5.9279 | 1.1115 | 1.0275 | 1.3986 | 0.6846 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 36 | 13 | 23 | 36 | 13 | 23 |
Losing Trades | 64 | 37 | 27 | 64 | 37 | 27 |
Profitability (%) | 36 | 26 | 46 | 36 | 26 | 46 |
Ratio Avg Win / Avg Loss | 6.3455 | 16.8716 | 1.3048 | 1.8267 | 3.9805 | 0.8036 |
Largest Winning Trade | 1914994 | 1914994 | 79662 | 2006289 | 2006289 | 439324 |
Largest Losing Trade | -75038 | -27422 | -75038 | -1811098 | -828117 | -1811098 |
Avg Bars in Trades | 44 | 45 | 43 | 44 | 45 | 43 |
Avg Bars in Winners | 74 | 93 | 64 | 74 | 93 | 64 |
Avg Bars in Losers | 27 | 29 | 25 | 27 | 29 | 25 |
Bars Traded | 4462 | 2293 | 2169 | 4462 | 2293 | 2169 |
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 | 536374 | -183951 | -445682 | -314402 | -227634 | -762388 |
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{ "first_band": { "type": "sma", "factors": { "length": 53, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 33, "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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