Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 120875.2821 | 84759.3987 | 36115.8833 | 151235.9478 | 119353.2979 | 31882.65 |
Total P&L (%) | 120.8753 | 84.7594 | 36.1159 | 151.2359 | 119.3533 | 31.8827 |
Avg Daily Profit (%) | 0.4642 | 0.3255 | 0.1387 | 0.3544 | 0.3021 | 0.1063 |
Buy And Hold Return (%) | 21.0343 | 21.0343 | 21.0343 | 21.0343 | 21.0343 | 21.0343 |
Max Trade Drawdown | -48833 | -34081 | -35264 | -80733 | -56753 | -89251 |
Profit Factor | 1.5208 | 1.8482 | 1.2733 | 1.362 | 1.6865 | 1.1307 |
Total Trades | 227 | 113 | 114 | 227 | 113 | 114 |
Winning Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Losing Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Profitability (%) | 80.1762 | 80.531 | 79.8246 | 80.1762 | 80.531 | 79.8246 |
Ratio Avg Win / Avg Loss | 0.376 | 0.4468 | 0.3218 | 0.3368 | 0.4077 | 0.2858 |
Largest Winning Trade | 9369 | 9369 | 8446 | 12802 | 12802 | 11392 |
Largest Losing Trade | -30321 | -24108 | -30321 | -73041 | -39750 | -73041 |
Avg Bars in Trades | 105 | 103 | 106 | 105 | 103 | 106 |
Avg Bars in Winners | 46 | 46 | 46 | 46 | 46 | 46 |
Avg Bars in Losers | 342 | 341 | 343 | 342 | 341 | 343 |
Bars Traded | 23875 | 11721 | 12154 | 23875 | 11721 | 12154 |
Profit Streak | 11.9115 | 16.6928 | 11.9115 | 11.9115 | 16.6928 | 11.9115 |
Trades During Streak | 16 | 11 | 8 | 16 | 11 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 515470 | 415780 | -14207 | 476839 | 444589 | -135331 |
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{ "first_band": { "type": "vwma", "factors": { "length": 9, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 249, "offset": 91 } } }
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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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