Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 327096.8084 | 385129.3306 | -58032.5222 | -97361.7272 | -15859.4921 | -81502.2351 |
Total P&L (%) | 327.0968 | 385.1293 | -58.0325 | -97.3617 | -15.8595 | -81.5022 |
Avg Daily Profit (%) | 0.2045 | 0.2408 | -0.0363 | -0.227 | -0.0108 | -0.1054 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -323481 | -226896 | -149960 | -35542 | -32719 | -11390 |
Profit Factor | 1.4656 | 1.9504 | 0.8048 | 0.379 | 0.6694 | 0.251 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Profitability (%) | 52.5424 | 51.7241 | 53.3333 | 52.5424 | 51.7241 | 53.3333 |
Ratio Avg Win / Avg Loss | 1.3238 | 1.8204 | 0.7042 | 0.3423 | 0.6247 | 0.2196 |
Largest Winning Trade | 395104 | 395104 | 33541 | 8491 | 8491 | 4954 |
Largest Losing Trade | -94562 | -52294 | -94562 | -94562 | -17253 | -94562 |
Avg Bars in Trades | 77 | 100 | 54 | 77 | 100 | 54 |
Avg Bars in Winners | 58 | 71 | 45 | 58 | 71 | 45 |
Avg Bars in Losers | 98 | 132 | 63 | 98 | 132 | 63 |
Bars Traded | 4550 | 2927 | 1623 | 4550 | 2927 | 1623 |
Profit Streak | 7.827 | 0 | 53.4937 | 7.827 | 0 | 53.4937 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -169738 | 426323 | -579830 | -759272 | -580609 | -579552 |
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{ "first_band": { "type": "ema", "factors": { "length": 90, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 117, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 90, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 117, "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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