Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 138783.0677 | 73309.4888 | 65473.579 | 209200.4901 | 155631.3694 | 53569.1207 |
Total P&L (%) | 138.7831 | 73.3095 | 65.4736 | 209.2005 | 155.6314 | 53.5691 |
Avg Daily Profit (%) | 0.5329 | 0.2815 | 0.2514 | 0.4344 | 0.3611 | 0.1649 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -32801 | -22262 | -35217 | -97985 | -68882 | -108682 |
Profit Factor | 1.4825 | 1.4951 | 1.4691 | 1.2753 | 1.4145 | 1.1393 |
Total Trades | 177 | 89 | 88 | 177 | 89 | 88 |
Winning Trades | 88 | 47 | 41 | 88 | 47 | 41 |
Losing Trades | 89 | 42 | 47 | 89 | 42 | 47 |
Profitability (%) | 49.7175 | 52.809 | 46.5909 | 49.7175 | 52.809 | 46.5909 |
Ratio Avg Win / Avg Loss | 1.4993 | 1.336 | 1.6841 | 1.2898 | 1.264 | 1.3061 |
Largest Winning Trade | 19189 | 13100 | 19189 | 39575 | 32490 | 39575 |
Largest Losing Trade | -15011 | -15011 | -10538 | -32605 | -32605 | -25618 |
Avg Bars in Trades | 139 | 132 | 146 | 139 | 132 | 146 |
Avg Bars in Winners | 152 | 135 | 172 | 152 | 135 | 172 |
Avg Bars in Losers | 126 | 130 | 123 | 126 | 130 | 123 |
Bars Traded | 24681 | 11810 | 12871 | 24681 | 11810 | 12871 |
Profit Streak | 4.2552 | 4.2552 | 5.651 | 4.2552 | 4.2552 | 5.651 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 416440 | 297494 | 275430 | 340541 | 304243 | -63363 |
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{ "first_band": { "type": "vwma", "factors": { "length": 241, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 141, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 241, "offset": 0 } }, "second_band": { "type": "sma", "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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