Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 113841.1109 | 27786.9093 | 86054.2017 | 119378.6554 | 32295.2509 | 87083.4045 |
Total P&L (%) | 113.8411 | 27.7869 | 86.0542 | 119.3787 | 32.2953 | 87.0834 |
Avg Daily Profit (%) | 0.2186 | 0.0534 | 0.1652 | 0.151 | 0.0537 | 0.1203 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58352 | -49048 | -40262 | -56227 | -48518 | -49357 |
Profit Factor | 1.5347 | 1.2046 | 2.1165 | 1.4954 | 1.2145 | 1.9637 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 59 | 28 | 31 | 59 | 28 | 31 |
Losing Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Profitability (%) | 69.4118 | 66.6667 | 72.093 | 69.4118 | 66.6667 | 72.093 |
Ratio Avg Win / Avg Loss | 0.6763 | 0.6023 | 0.8193 | 0.659 | 0.6072 | 0.7601 |
Largest Winning Trade | 18781 | 16896 | 18781 | 18907 | 17882 | 18907 |
Largest Losing Trade | -37115 | -24751 | -37115 | -45919 | -29004 | -45919 |
Avg Bars in Trades | 284 | 296 | 273 | 284 | 296 | 273 |
Avg Bars in Winners | 187 | 208 | 168 | 187 | 208 | 168 |
Avg Bars in Losers | 505 | 472 | 543 | 505 | 472 | 543 |
Bars Traded | 24208 | 12449 | 11759 | 24208 | 12449 | 11759 |
Profit Streak | 12.0165 | 52.2248 | 12.0165 | 12.0165 | 52.2248 | 12.0165 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 402128 | -124034 | 415453 | 372679 | -123042 | -28432 |
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{ "first_band": { "type": "sma", "factors": { "length": 148, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 250, "offset": 100 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 148, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 250, "offset": 100 } } }
# | 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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