Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 847460.9999 | 708721.4607 | 138739.5391 | 7558229.9938 | 4922415.3118 | 2635814.682 |
Total P&L (%) | 847.461 | 708.7215 | 138.7395 | 7558.23 | 4922.4153 | 2635.8147 |
Avg Daily Profit (%) | 0.4068 | 0.3402 | 0.0666 | 0.2085 | 0.1882 | 0.159 |
Buy And Hold Return (%) | 238.5465 | 238.5465 | 238.5465 | 238.5465 | 238.5465 | 238.5465 |
Max Trade Drawdown | -87604 | -72612 | -144193 | -7753409 | -5565174 | -3554214 |
Profit Factor | 2.0435 | 2.7996 | 1.3317 | 1.24 | 1.28 | 1.1895 |
Total Trades | 173 | 86 | 87 | 173 | 86 | 87 |
Winning Trades | 70 | 34 | 36 | 70 | 34 | 36 |
Losing Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Profitability (%) | 40.4624 | 39.5349 | 41.3793 | 40.4624 | 39.5349 | 41.3793 |
Ratio Avg Win / Avg Loss | 3.0069 | 4.2817 | 1.8865 | 1.8246 | 1.9577 | 1.6851 |
Largest Winning Trade | 237991 | 237991 | 52024 | 6815143 | 6815143 | 1844038 |
Largest Losing Trade | -30070 | -21993 | -30070 | -1956036 | -1956036 | -1880664 |
Avg Bars in Trades | 142 | 137 | 147 | 142 | 137 | 147 |
Avg Bars in Winners | 238 | 235 | 241 | 238 | 235 | 241 |
Avg Bars in Losers | 76 | 73 | 80 | 76 | 73 | 80 |
Bars Traded | 24634 | 11823 | 12811 | 24634 | 11823 | 12811 |
Profit Streak | 29.3294 | 40.4127 | 29.3294 | 29.3294 | 40.4127 | 29.3294 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333783 | 273483 | -271536 | 257069 | 185898 | -6417 |
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{ "first_band": { "type": "vwma", "factors": { "length": 134, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 111, "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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