Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 156716.5113 | 100612.5399 | 56103.9714 | 255387.4253 | 173648.7316 | 81738.6936 |
Total P&L (%) | 156.7165 | 100.6125 | 56.104 | 255.3874 | 173.6487 | 81.7387 |
Avg Daily Profit (%) | 1.8053 | 1.159 | 0.6463 | 1.4714 | 1.1664 | 0.6905 |
Buy And Hold Return (%) | 19.9275 | 19.9275 | 19.9275 | 19.9275 | 19.9275 | 19.9275 |
Max Trade Drawdown | -48822 | -30705 | -20180 | -44001 | -28607 | -18187 |
Profit Factor | 2.1313 | 2.758 | 1.6901 | 2.8737 | 4.1059 | 2.0167 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Losing Trades | 79 | 38 | 41 | 79 | 38 | 41 |
Profitability (%) | 41.9118 | 44.1176 | 39.7059 | 41.9118 | 44.1176 | 39.7059 |
Ratio Avg Win / Avg Loss | 2.9539 | 3.4934 | 2.5665 | 3.9828 | 5.2008 | 3.0624 |
Largest Winning Trade | 56395 | 56395 | 47476 | 128151 | 128151 | 73152 |
Largest Losing Trade | -8305 | -4089 | -8305 | -9036 | -4443 | -9036 |
Avg Bars in Trades | 178 | 173 | 183 | 178 | 173 | 183 |
Avg Bars in Winners | 289 | 278 | 302 | 289 | 278 | 302 |
Avg Bars in Losers | 98 | 91 | 104 | 98 | 91 | 104 |
Bars Traded | 24283 | 11827 | 12456 | 24283 | 11827 | 12456 |
Profit Streak | 2.5295 | 2.5295 | 2.8108 | 2.5295 | 2.5295 | 2.8108 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 439935 | -97499 | -104902 | 481075 | -94316 | -102750 |
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{ "first_band": { "type": "vwma", "factors": { "length": 244, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 65, "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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