Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1888560.2125 | 1802296.4761 | 86263.7364 | 2091676.6354 | 1587630.5708 | 504046.0646 |
Total P&L (%) | 1888.5602 | 1802.2965 | 86.2637 | 2091.6766 | 1587.6306 | 504.0461 |
Avg Daily Profit (%) | 0.8508 | 0.8119 | 0.0389 | 0.1392 | 0.1274 | 0.0811 |
Buy And Hold Return (%) | 540.4701 | 540.4701 | 540.4701 | 540.4701 | 540.4701 | 540.4701 |
Max Trade Drawdown | -93256 | -71788 | -104497 | -4779101 | -2418744 | -4083671 |
Profit Factor | 4.5303 | 8.7513 | 1.2852 | 1.1609 | 1.2862 | 1.0676 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 50 | 48.4848 | 51.5152 | 50 | 48.4848 | 51.5152 |
Ratio Avg Win / Avg Loss | 4.5303 | 9.2982 | 1.2096 | 1.1609 | 1.3665 | 1.0048 |
Largest Winning Trade | 1615519 | 1615519 | 47221 | 2405052 | 2405052 | 1879676 |
Largest Losing Trade | -56696 | -36182 | -56696 | -2781802 | -1090538 | -2781802 |
Avg Bars in Trades | 196 | 159 | 232 | 196 | 159 | 232 |
Avg Bars in Winners | 262 | 187 | 333 | 262 | 187 | 333 |
Avg Bars in Losers | 129 | 132 | 125 | 129 | 132 | 125 |
Bars Traded | 12939 | 5262 | 7677 | 12939 | 5262 | 7677 |
Profit Streak | 47.4973 | 0 | 76.4973 | 47.4973 | 0 | 76.4973 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -109951 | 657969 | -306046 | -180684 | -26325 | -395522 |
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{ "first_band": { "type": "vwma", "factors": { "length": 169, "offset": 84 } }, "second_band": { "type": "swma", "factors": { "length": 215, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 169, "offset": 84 } }, "second_band": { "type": "swma", "factors": { "length": 215, "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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