Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 394775.3831 | 282903.6501 | 111871.733 | 256569.6079 | 19695.7745 | 236873.8333 |
Total P&L (%) | 394.7754 | 282.9037 | 111.8717 | 256.5696 | 19.6958 | 236.8738 |
Avg Daily Profit (%) | 0.2057 | 0.1474 | 0.0583 | 0.0663 | 0.0094 | 0.0633 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99145 | -107237 | -141425 | -312072 | -316629 | -198687 |
Profit Factor | 1.4874 | 1.719 | 1.2686 | 1.1291 | 1.0186 | 1.2553 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 72 | 37 | 35 | 72 | 37 | 35 |
Losing Trades | 74 | 36 | 38 | 74 | 36 | 38 |
Profitability (%) | 49.3151 | 50.6849 | 47.9452 | 49.3151 | 50.6849 | 47.9452 |
Ratio Avg Win / Avg Loss | 1.5287 | 1.6726 | 1.3774 | 1.1604 | 0.9911 | 1.3629 |
Largest Winning Trade | 91462 | 91462 | 48138 | 155754 | 155754 | 119608 |
Largest Losing Trade | -49718 | -49718 | -44015 | -208226 | -208226 | -101644 |
Avg Bars in Trades | 38 | 36 | 40 | 38 | 36 | 40 |
Avg Bars in Winners | 42 | 39 | 46 | 42 | 39 | 46 |
Avg Bars in Losers | 34 | 34 | 34 | 34 | 34 | 34 |
Bars Traded | 5621 | 2694 | 2927 | 5621 | 2694 | 2927 |
Profit Streak | 0 | 0 | 46.8562 | 0 | 0 | 46.8562 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 364690 | -64854 | -187383 | -182861 | -461030 | -180780 |
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{ "first_band": { "type": "vwma", "factors": { "length": 52, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 51, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 52, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 51, "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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