Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1004168.7287 | 869942.9294 | 134225.7993 | 12622059.9781 | 6300013.3759 | 6322046.6022 |
Total P&L (%) | 1004.1687 | 869.9429 | 134.2258 | 12622.06 | 6300.0134 | 6322.0466 |
Avg Daily Profit (%) | 0.5413 | 0.469 | 0.0724 | 0.2616 | 0.2245 | 0.2246 |
Buy And Hold Return (%) | 103.8721 | 103.8721 | 103.8721 | 103.8721 | 103.8721 | 103.8721 |
Max Trade Drawdown | -73132 | -46626 | -56044 | -3402711 | -3090956 | -2362671 |
Profit Factor | 2.9315 | 4.7342 | 1.4678 | 1.6434 | 1.5907 | 1.7063 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Losing Trades | 76 | 37 | 39 | 76 | 37 | 39 |
Profitability (%) | 30.9091 | 32.7273 | 29.0909 | 30.9091 | 32.7273 | 29.0909 |
Ratio Avg Win / Avg Loss | 6.5527 | 9.7313 | 3.5777 | 3.6736 | 3.2698 | 4.1591 |
Largest Winning Trade | 363207 | 363207 | 77566 | 4764276 | 4355866 | 4764276 |
Largest Losing Trade | -22113 | -18034 | -22113 | -1085261 | -988723 | -1085261 |
Avg Bars in Trades | 65 | 61 | 69 | 65 | 61 | 69 |
Avg Bars in Winners | 161 | 135 | 191 | 161 | 135 | 191 |
Avg Bars in Losers | 22 | 26 | 18 | 22 | 26 | 18 |
Bars Traded | 7198 | 3398 | 3800 | 7198 | 3398 | 3800 |
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 | 339156 | -169113 | -361089 | 163594 | -175832 | -180635 |
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{ "first_band": { "type": "vwma", "factors": { "length": 156, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 6, "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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