Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1837260.5209 | 1847727.8015 | -10467.2806 | 308374.2818 | 1238675.2251 | -930300.9434 |
Total P&L (%) | 1837.2605 | 1847.7278 | -10.4673 | 308.3743 | 1238.6752 | -930.3009 |
Avg Daily Profit (%) | 0.8283 | 0.8331 | -0.0047 | 0.0635 | 0.117 | 0 |
Buy And Hold Return (%) | 678.9474 | 678.9474 | 678.9474 | 678.9474 | 678.9474 | 678.9474 |
Max Trade Drawdown | -129847 | -105477 | -92364 | -3582214 | -2730337 | -1508758 |
Profit Factor | 4.0724 | 6.0612 | 0.9551 | 1.0331 | 1.2036 | 0.7112 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Profitability (%) | 41.0256 | 41.0256 | 41.0256 | 41.0256 | 41.0256 | 41.0256 |
Ratio Avg Win / Avg Loss | 5.854 | 8.713 | 1.3729 | 1.4851 | 1.7301 | 1.0224 |
Largest Winning Trade | 1752543 | 1752543 | 42061 | 3775177 | 3775177 | 433961 |
Largest Losing Trade | -49571 | -49571 | -32965 | -1627751 | -1627751 | -1222030 |
Avg Bars in Trades | 81 | 110 | 51 | 81 | 110 | 51 |
Avg Bars in Winners | 110 | 147 | 72 | 110 | 147 | 72 |
Avg Bars in Losers | 60 | 84 | 36 | 60 | 84 | 36 |
Bars Traded | 6326 | 4319 | 2007 | 6326 | 4319 | 2007 |
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 | -25334 | 536213 | -582580 | -500323 | -47269 | -582580 |
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{ "first_band": { "type": "t3", "factors": { "length": 93, "offset": 0, "a": 0.60906 } }, "second_band": { "type": "vwma", "factors": { "length": 119, "offset": 0 } } }
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# | 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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