Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1807340.3911 | 1665795.5162 | 141544.8749 | 4471263.7729 | -2254266.0976 | 6725529.8705 |
Total P&L (%) | 1807.3404 | 1665.7955 | 141.5449 | 4471.2638 | -2254.2661 | 6725.5299 |
Avg Daily Profit (%) | 0.978 | 0.9014 | 0.0766 | 0.2071 | 0 | 0.2288 |
Buy And Hold Return (%) | 87.3767 | 87.3767 | 87.3767 | 87.3767 | 87.3767 | 87.3767 |
Max Trade Drawdown | -103422 | -92272 | -43247 | -13333332 | -10920209 | -6034940 |
Profit Factor | 5.861 | 9.4479 | 1.8106 | 1.122 | 0.8899 | 1.4156 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 28 | 11 | 17 | 28 | 11 | 17 |
Losing Trades | 47 | 27 | 20 | 47 | 27 | 20 |
Profitability (%) | 37.3333 | 28.9474 | 45.9459 | 37.3333 | 28.9474 | 45.9459 |
Ratio Avg Win / Avg Loss | 9.8381 | 23.1903 | 2.1301 | 1.8833 | 2.1842 | 1.6654 |
Largest Winning Trade | 1456342 | 1456342 | 60474 | 8604194 | 8604194 | 4844121 |
Largest Losing Trade | -24232 | -24232 | -21741 | -2744616 | -2744616 | -2582026 |
Avg Bars in Trades | 46 | 35 | 57 | 46 | 35 | 57 |
Avg Bars in Winners | 91 | 87 | 93 | 91 | 87 | 93 |
Avg Bars in Losers | 19 | 14 | 26 | 19 | 14 | 26 |
Bars Traded | 3471 | 1344 | 2127 | 3471 | 1344 | 2127 |
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 | -44456 | 337612 | -98240 | -143332 | -590404 | 310100 |
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{ "first_band": { "type": "vwma", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 5, "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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