Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 644668.076 | 388549.0798 | 256118.9962 | 2422930.2186 | 434622.0498 | 1988308.1688 |
Total P&L (%) | 644.6681 | 388.5491 | 256.119 | 2422.9302 | 434.6221 | 1988.3082 |
Avg Daily Profit (%) | 0.3572 | 0.2153 | 0.1419 | 0.179 | 0.0929 | 0.1685 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83660 | -53347 | -51181 | -1542781 | -830287 | -1184091 |
Profit Factor | 2.3284 | 2.3584 | 2.2853 | 1.3795 | 1.1196 | 1.7227 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 43 | 18 | 25 | 43 | 18 | 25 |
Losing Trades | 51 | 29 | 22 | 51 | 29 | 22 |
Profitability (%) | 45.7447 | 38.2979 | 53.1915 | 45.7447 | 38.2979 | 53.1915 |
Ratio Avg Win / Avg Loss | 2.7616 | 3.7997 | 2.011 | 1.6362 | 1.8038 | 1.516 |
Largest Winning Trade | 276080 | 276080 | 74155 | 786833 | 768144 | 786833 |
Largest Losing Trade | -51181 | -20716 | -51181 | -1162194 | -366778 | -1162194 |
Avg Bars in Trades | 111 | 85 | 137 | 111 | 85 | 137 |
Avg Bars in Winners | 172 | 144 | 193 | 172 | 144 | 193 |
Avg Bars in Losers | 59 | 48 | 74 | 59 | 48 | 74 |
Bars Traded | 10480 | 4020 | 6460 | 10480 | 4020 | 6460 |
Profit Streak | 0 | 176.6604 | 0 | 0 | 176.6604 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 446786 | 328665 | 44327 | 292855 | -159853 | 415024 |
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{ "first_band": { "type": "vwma", "factors": { "length": 94, "offset": 42 } }, "second_band": { "type": "sma", "factors": { "length": 63, "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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