Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 40465.0267 | 24373.4342 | 16091.5925 | 29167.9947 | 23577.552 | 5590.4427 |
Total P&L (%) | 40.465 | 24.3734 | 16.0916 | 29.168 | 23.5776 | 5.5904 |
Avg Daily Profit (%) | 0.2913 | 0.1755 | 0.1158 | 0.1844 | 0.1525 | 0.0392 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39122 | -36312 | -27552 | -36687 | -32422 | -31457 |
Profit Factor | 1.2785 | 1.3722 | 1.2016 | 1.2191 | 1.4276 | 1.0717 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 108 | 53 | 55 | 108 | 53 | 55 |
Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Profitability (%) | 78.2609 | 76.8116 | 79.7101 | 78.2609 | 76.8116 | 79.7101 |
Ratio Avg Win / Avg Loss | 0.3551 | 0.4142 | 0.3059 | 0.3387 | 0.431 | 0.2728 |
Largest Winning Trade | 7893 | 5742 | 7893 | 8122 | 6374 | 8122 |
Largest Losing Trade | -27552 | -18598 | -27552 | -26665 | -15796 | -26665 |
Avg Bars in Trades | 94 | 102 | 85 | 94 | 102 | 85 |
Avg Bars in Winners | 47 | 53 | 42 | 47 | 53 | 42 |
Avg Bars in Losers | 262 | 266 | 257 | 262 | 266 | 257 |
Bars Traded | 12993 | 7069 | 5924 | 12993 | 7069 | 5924 |
Profit Streak | 140.4214 | 148.1298 | 140.4214 | 140.4214 | 148.1298 | 140.4214 |
Trades During Streak | 13 | 9 | 6 | 13 | 9 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312610 | -96154 | -148192 | 230511 | -96542 | -547843 |
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{ "first_band": { "type": "vwma", "factors": { "length": 11, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 249, "offset": 33 } } }
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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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