Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 717962.5843 | 721725.1926 | -3762.6082 | 229583.5775 | 408805.8457 | -179222.2681 |
Total P&L (%) | 717.9626 | 721.7252 | -3.7626 | 229.5836 | 408.8058 | -179.2223 |
Avg Daily Profit (%) | 0.3917 | 0.3937 | -0.0021 | 0.0651 | 0.0888 | 0 |
Buy And Hold Return (%) | 155.3292 | 155.3292 | 155.3292 | 155.3292 | 155.3292 | 155.3292 |
Max Trade Drawdown | -129968 | -99480 | -62890 | -610461 | -413731 | -270608 |
Profit Factor | 2.2309 | 3.7594 | 0.9883 | 1.1249 | 1.4877 | 0.8208 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Profitability (%) | 41.5385 | 45.4545 | 37.5 | 41.5385 | 45.4545 | 37.5 |
Ratio Avg Win / Avg Loss | 3.1398 | 4.5113 | 1.6472 | 1.5832 | 1.7853 | 1.3679 |
Largest Winning Trade | 596334 | 596334 | 48931 | 581144 | 581144 | 224764 |
Largest Losing Trade | -48073 | -35112 | -48073 | -245871 | -228076 | -245871 |
Avg Bars in Trades | 322 | 355 | 289 | 322 | 355 | 289 |
Avg Bars in Winners | 534 | 539 | 527 | 534 | 539 | 527 |
Avg Bars in Losers | 172 | 201 | 146 | 172 | 201 | 146 |
Bars Traded | 20982 | 11729 | 9253 | 20982 | 11729 | 9253 |
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 | -127315 | 472989 | -582893 | -344672 | -77306 | -584004 |
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{ "first_band": { "type": "t3", "factors": { "length": 229, "offset": 0, "a": 0.61823 } }, "second_band": { "type": "vwma", "factors": { "length": 160, "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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