Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 333334.1796 | 356924.3593 | -23590.1797 | 28201.6071 | 402479.568 | -374277.9609 |
Total P&L (%) | 333.3342 | 356.9244 | -23.5902 | 28.2016 | 402.4796 | -374.278 |
Avg Daily Profit (%) | 0.1396 | 0.1495 | -0.0099 | 0.0104 | 0.0676 | 0 |
Buy And Hold Return (%) | 85.4049 | 85.4049 | 85.4049 | 85.4049 | 85.4049 | 85.4049 |
Max Trade Drawdown | -138170 | -123252 | -132465 | -510631 | -148527 | -511107 |
Profit Factor | 1.5092 | 2.3476 | 0.9395 | 1.0255 | 2.2905 | 0.5293 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Losing Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Profitability (%) | 45.2381 | 50 | 40.4762 | 45.2381 | 50 | 40.4762 |
Ratio Avg Win / Avg Loss | 1.8269 | 2.3476 | 1.3816 | 1.2414 | 2.2905 | 0.7784 |
Largest Winning Trade | 175334 | 175334 | 53947 | 108293 | 108293 | 86297 |
Largest Losing Trade | -57556 | -32245 | -57556 | -318204 | -58521 | -318204 |
Avg Bars in Trades | 167 | 154 | 181 | 167 | 154 | 181 |
Avg Bars in Winners | 260 | 220 | 309 | 260 | 220 | 309 |
Avg Bars in Losers | 91 | 88 | 94 | 91 | 88 | 94 |
Bars Traded | 14099 | 6489 | 7610 | 14099 | 6489 | 7610 |
Profit Streak | 40.5364 | 66.5364 | 0 | 40.5364 | 66.5364 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -7617 | 341178 | -582771 | -538296 | -99269 | -584438 |
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{ "first_band": { "type": "vwma", "factors": { "length": 198, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 41, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 198, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 41, "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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