Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 163072.4386 | 113291.2494 | 49781.1891 | 130413.4744 | 74665.2532 | 55748.2212 |
Total P&L (%) | 163.0724 | 113.2912 | 49.7812 | 130.4135 | 74.6653 | 55.7482 |
Avg Daily Profit (%) | 0.4084 | 0.2837 | 0.1247 | 0.2093 | 0.1398 | 0.111 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45146 | -38867 | -21901 | -96093 | -78260 | -58997 |
Profit Factor | 1.9231 | 2.0247 | 1.7532 | 1.4526 | 1.4412 | 1.4688 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 45.3125 | 43.75 | 46.875 | 45.3125 | 43.75 | 46.875 |
Ratio Avg Win / Avg Loss | 2.321 | 2.6031 | 1.9869 | 1.7532 | 1.853 | 1.6646 |
Largest Winning Trade | 140923 | 140923 | 28685 | 111807 | 111807 | 54831 |
Largest Losing Trade | -19259 | -19259 | -12898 | -40107 | -40107 | -35574 |
Avg Bars in Trades | 295 | 274 | 317 | 295 | 274 | 317 |
Avg Bars in Winners | 443 | 443 | 443 | 443 | 443 | 443 |
Avg Bars in Losers | 173 | 142 | 207 | 173 | 142 | 207 |
Bars Traded | 18942 | 8770 | 10172 | 18942 | 8770 | 10172 |
Profit Streak | 134.3317 | 0 | 135.3734 | 134.3317 | 0 | 135.3734 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -132932 | 315608 | -26244 | -136158 | -7813 | -45134 |
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{ "first_band": { "type": "rma", "factors": { "length": 120, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 141, "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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