Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 456513.9306 | 360619.4948 | 95894.4358 | 748471.9034 | 429572.4347 | 318899.4687 |
Total P&L (%) | 456.5139 | 360.6195 | 95.8944 | 748.4719 | 429.5724 | 318.8995 |
Avg Daily Profit (%) | 0.245 | 0.1935 | 0.0515 | 0.1148 | 0.0895 | 0.0769 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81826 | -70193 | -77838 | -1161933 | -748076 | -579365 |
Profit Factor | 1.7863 | 2.2959 | 1.3172 | 1.2194 | 1.2656 | 1.1777 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Losing Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Profitability (%) | 49.5496 | 47.2727 | 51.7857 | 49.5496 | 47.2727 | 51.7857 |
Ratio Avg Win / Avg Loss | 1.8188 | 2.5608 | 1.2264 | 1.2416 | 1.4116 | 1.0965 |
Largest Winning Trade | 94978 | 94978 | 62203 | 676750 | 676750 | 517944 |
Largest Losing Trade | -45410 | -45410 | -39864 | -285549 | -215837 | -285549 |
Avg Bars in Trades | 32 | 24 | 40 | 32 | 24 | 40 |
Avg Bars in Winners | 46 | 33 | 57 | 46 | 33 | 57 |
Avg Bars in Losers | 19 | 16 | 21 | 19 | 16 | 21 |
Bars Traded | 3612 | 1343 | 2270 | 3612 | 1343 | 2270 |
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 | 414474 | -168901 | -303829 | -39597 | -254451 | -295102 |
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{ "first_band": { "type": "vwma", "factors": { "length": 19, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 41, "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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