Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 343952.8545 | 146064.8506 | 197888.0039 | 1620738.7898 | 855651.5 | 765087.2899 |
Total P&L (%) | 343.9529 | 146.0649 | 197.888 | 1620.7388 | 855.6515 | 765.0873 |
Avg Daily Profit (%) | 0.6604 | 0.2804 | 0.3799 | 0.5478 | 0.4343 | 0.4151 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -56365 | -25762 | -46151 | -298740 | -188761 | -268857 |
Profit Factor | 1.9228 | 1.873 | 1.9634 | 1.7769 | 1.9674 | 1.6367 |
Total Trades | 195 | 98 | 97 | 195 | 98 | 97 |
Winning Trades | 106 | 56 | 50 | 106 | 56 | 50 |
Losing Trades | 89 | 42 | 47 | 89 | 42 | 47 |
Profitability (%) | 54.359 | 57.1429 | 51.5464 | 54.359 | 57.1429 | 51.5464 |
Ratio Avg Win / Avg Loss | 1.6144 | 1.4047 | 1.8456 | 1.492 | 1.4756 | 1.5385 |
Largest Winning Trade | 33111 | 26984 | 33111 | 241310 | 241310 | 234346 |
Largest Losing Trade | -27626 | -13072 | -27626 | -152321 | -138199 | -152321 |
Avg Bars in Trades | 125 | 132 | 118 | 125 | 132 | 118 |
Avg Bars in Winners | 158 | 168 | 147 | 158 | 168 | 147 |
Avg Bars in Losers | 85 | 83 | 87 | 85 | 83 | 87 |
Bars Traded | 24408 | 12950 | 11458 | 24408 | 12950 | 11458 |
Profit Streak | 19.0823 | 19.0823 | 21.999 | 19.0823 | 19.0823 | 21.999 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 638818 | 427762 | 477745 | 569040 | 496671 | 480875 |
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{ "first_band": { "type": "vwma", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 162, "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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