Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 251677.3569 | 94254.3204 | 157423.0365 | 38269.1469 | 141537.4025 | -103268.2556 |
Total P&L (%) | 251.6774 | 94.2543 | 157.423 | 38.2691 | 141.5374 | -103.2683 |
Avg Daily Profit (%) | 0.1948 | 0.073 | 0.1218 | 0.0251 | 0.0683 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139074 | -99584 | -89007 | -252009 | -125624 | -241973 |
Profit Factor | 1.5263 | 1.426 | 1.6127 | 1.0571 | 1.641 | 0.77 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Profitability (%) | 65.4762 | 61.9048 | 69.0476 | 65.4762 | 61.9048 | 69.0476 |
Ratio Avg Win / Avg Loss | 0.8048 | 0.8776 | 0.7229 | 0.5574 | 1.0098 | 0.3452 |
Largest Winning Trade | 57772 | 36249 | 57772 | 77860 | 71357 | 77860 |
Largest Losing Trade | -76280 | -40479 | -76280 | -197229 | -69160 | -197229 |
Avg Bars in Trades | 58 | 49 | 67 | 58 | 49 | 67 |
Avg Bars in Winners | 48 | 39 | 57 | 48 | 39 | 57 |
Avg Bars in Losers | 77 | 66 | 90 | 77 | 66 | 90 |
Bars Traded | 4927 | 2083 | 2843 | 4927 | 2083 | 2843 |
Profit Streak | 90.9866 | 90.9866 | 147.4866 | 90.9866 | 90.9866 | 147.4866 |
Trades During Streak | 5 | 2 | 7 | 5 | 2 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 407911 | -93803 | -26085 | -317136 | -97226 | -576790 |
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{ "first_band": { "type": "vwma", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 141, "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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