Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1210920.9612 | 1169232.4599 | 41688.5013 | 1277915.3223 | 683694.6966 | 594220.6257 |
Total P&L (%) | 1210.921 | 1169.2325 | 41.6885 | 1277.9153 | 683.6947 | 594.2206 |
Avg Daily Profit (%) | 0.484 | 0.4673 | 0.0167 | 0.1049 | 0.0823 | 0.0775 |
Buy And Hold Return (%) | 450.0612 | 450.0612 | 450.0612 | 450.0612 | 450.0612 | 450.0612 |
Max Trade Drawdown | -144069 | -71669 | -94792 | -2161643 | -1694289 | -1450025 |
Profit Factor | 3.4302 | 5.6492 | 1.1689 | 1.1884 | 1.1781 | 1.2019 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Losing Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Profitability (%) | 41.8919 | 35.1351 | 48.6486 | 41.8919 | 35.1351 | 48.6486 |
Ratio Avg Win / Avg Loss | 4.7581 | 10.4294 | 1.2339 | 1.6484 | 2.1749 | 1.2686 |
Largest Winning Trade | 806906 | 806906 | 50258 | 1746038 | 1746038 | 1045534 |
Largest Losing Trade | -54944 | -48051 | -54944 | -593049 | -502380 | -593049 |
Avg Bars in Trades | 198 | 194 | 202 | 198 | 194 | 202 |
Avg Bars in Winners | 319 | 348 | 297 | 319 | 348 | 297 |
Avg Bars in Losers | 111 | 111 | 112 | 111 | 111 | 112 |
Bars Traded | 14699 | 7207 | 7492 | 14699 | 7207 | 7492 |
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 | -58291 | 336592 | -371596 | -139892 | -122042 | -156253 |
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{ "first_band": { "type": "rma", "factors": { "length": 43, "offset": 112 } }, "second_band": { "type": "vwma", "factors": { "length": 179, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 43, "offset": 112 } }, "second_band": { "type": "vwma", "factors": { "length": 179, "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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