Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1349334.439 | 1236672.8511 | 112661.5879 | 949101.077 | 2285972.1311 | -1336871.0541 |
Total P&L (%) | 1349.3344 | 1236.6729 | 112.6616 | 949.1011 | 2285.9721 | -1336.8711 |
Avg Daily Profit (%) | 0.5679 | 0.5205 | 0.0474 | 0.099 | 0.1336 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -199787 | -127541 | -107735 | -13548735 | -6156320 | -9705716 |
Profit Factor | 2.8207 | 4.4891 | 1.2914 | 1.0267 | 1.1429 | 0.9314 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 68 | 35 | 33 | 68 | 35 | 33 |
Profitability (%) | 29.8969 | 28.5714 | 31.25 | 29.8969 | 28.5714 | 31.25 |
Ratio Avg Win / Avg Loss | 6.614 | 11.2228 | 2.841 | 2.4075 | 2.8572 | 2.0492 |
Largest Winning Trade | 860708 | 860708 | 69697 | 4917321 | 4917321 | 4361178 |
Largest Losing Trade | -40428 | -24062 | -40428 | -2659270 | -2613579 | -2659270 |
Avg Bars in Trades | 47 | 36 | 59 | 47 | 36 | 59 |
Avg Bars in Winners | 128 | 92 | 163 | 128 | 92 | 163 |
Avg Bars in Losers | 12 | 13 | 12 | 12 | 13 | 12 |
Bars Traded | 4621 | 1767 | 2854 | 4621 | 1767 | 2854 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309329 | 141899 | -135645 | -258400 | -90762 | -585203 |
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{ "first_band": { "type": "vwma", "factors": { "length": 106, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 38, "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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