Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1219533.4603 | 1016507.034 | 203026.4262 | 48122784.3036 | 46480443.9401 | 1642340.3636 |
Total P&L (%) | 1219.5335 | 1016.507 | 203.0264 | 48122.7843 | 46480.4439 | 1642.3404 |
Avg Daily Profit (%) | 0.4871 | 0.406 | 0.0811 | 0.2471 | 0.2457 | 0.1142 |
Buy And Hold Return (%) | 454.6218 | 454.6218 | 454.6218 | 454.6218 | 454.6218 | 454.6218 |
Max Trade Drawdown | -68242 | -44713 | -61427 | -65809545 | -44296865 | -64714458 |
Profit Factor | 3.6365 | 5.8566 | 1.8017 | 1.2338 | 1.4606 | 1.0157 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 46 | 26 | 20 | 46 | 26 | 20 |
Profitability (%) | 47.1264 | 40.9091 | 53.4884 | 47.1264 | 40.9091 | 53.4884 |
Ratio Avg Win / Avg Loss | 4.08 | 8.4596 | 1.5667 | 1.3843 | 2.1098 | 0.8832 |
Largest Winning Trade | 351562 | 351562 | 59622 | 44848486 | 44848486 | 24018166 |
Largest Losing Trade | -46251 | -18013 | -46251 | -52363399 | -13262838 | -52363399 |
Avg Bars in Trades | 56 | 47 | 65 | 56 | 47 | 65 |
Avg Bars in Winners | 94 | 88 | 98 | 94 | 88 | 98 |
Avg Bars in Losers | 22 | 19 | 26 | 22 | 19 | 26 |
Bars Traded | 4895 | 2099 | 2796 | 4895 | 2099 | 2796 |
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 | 468305 | 339444 | -246534 | 260439 | 256608 | -247138 |
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{ "first_band": { "type": "vwma", "factors": { "length": 76, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 13, "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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