Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 135239.406 | 65633.9097 | 69605.4963 | 146365.082 | 78367.9626 | 67997.1194 |
Total P&L (%) | 135.2394 | 65.6339 | 69.6055 | 146.3651 | 78.368 | 67.9971 |
Avg Daily Profit (%) | 0.2597 | 0.126 | 0.1336 | 0.1733 | 0.1112 | 0.0997 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77154 | -60753 | -55437 | -151354 | -120713 | -100637 |
Profit Factor | 1.3804 | 1.384 | 1.3771 | 1.2319 | 1.2583 | 1.2075 |
Total Trades | 187 | 94 | 93 | 187 | 94 | 93 |
Winning Trades | 79 | 38 | 41 | 79 | 38 | 41 |
Losing Trades | 108 | 56 | 52 | 108 | 56 | 52 |
Profitability (%) | 42.246 | 40.4255 | 44.086 | 42.246 | 40.4255 | 44.086 |
Ratio Avg Win / Avg Loss | 1.8872 | 2.0396 | 1.7466 | 1.6841 | 1.8544 | 1.5314 |
Largest Winning Trade | 43141 | 41176 | 43141 | 71856 | 71856 | 52595 |
Largest Losing Trade | -13422 | -8923 | -13422 | -34668 | -19383 | -34668 |
Avg Bars in Trades | 131 | 126 | 137 | 131 | 126 | 137 |
Avg Bars in Winners | 176 | 177 | 174 | 176 | 177 | 174 |
Avg Bars in Losers | 99 | 91 | 107 | 99 | 91 | 107 |
Bars Traded | 24653 | 11888 | 12765 | 24653 | 11888 | 12765 |
Profit Streak | 5.3833 | 5.3833 | 6.6541 | 5.3833 | 5.3833 | 6.6541 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302074 | -27251 | -15462 | 242815 | -47527 | -61923 |
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{ "first_band": { "type": "vwma", "factors": { "length": 164, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 226, "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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