Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 436834.7854 | 381367.993 | 55466.7923 | 316826.0414 | 340456.2211 | -23630.1797 |
Total P&L (%) | 436.8348 | 381.368 | 55.4668 | 316.826 | 340.4562 | -23.6302 |
Avg Daily Profit (%) | 0.2445 | 0.2135 | 0.031 | 0.0799 | 0.083 | -0.0151 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82764 | -65048 | -85042 | -620332 | -314136 | -332490 |
Profit Factor | 1.9152 | 2.9215 | 1.1989 | 1.1726 | 1.4506 | 0.9781 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 23 | 11 | 12 | 23 | 11 | 12 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 39.6552 | 37.931 | 41.3793 | 39.6552 | 37.931 | 41.3793 |
Ratio Avg Win / Avg Loss | 2.9144 | 4.7806 | 1.6985 | 1.7844 | 2.3738 | 1.3857 |
Largest Winning Trade | 157200 | 157200 | 77131 | 337738 | 318428 | 337738 |
Largest Losing Trade | -47309 | -23113 | -47309 | -219474 | -116922 | -219474 |
Avg Bars in Trades | 59 | 48 | 70 | 59 | 48 | 70 |
Avg Bars in Winners | 108 | 84 | 130 | 108 | 84 | 130 |
Avg Bars in Losers | 27 | 26 | 28 | 27 | 26 | 28 |
Bars Traded | 3466 | 1414 | 2052 | 3466 | 1414 | 2052 |
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 | -172162 | 308382 | -156398 | -299571 | -84737 | -582518 |
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{ "first_band": { "type": "vwma", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 29, "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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