Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 46850.5517 | -9107.1195 | 55957.6712 | 44714.2942 | -13189.9692 | 57904.2633 |
Total P&L (%) | 46.8506 | -9.1071 | 55.9577 | 44.7143 | -13.19 | 57.9043 |
Avg Daily Profit (%) | 0.1799 | -0.035 | 0.2149 | 0.142 | -0.0543 | 0.1756 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30383 | -33545 | -15010 | -32825 | -37121 | -22103 |
Profit Factor | 1.4586 | 0.8638 | 2.5858 | 1.3667 | 0.8339 | 2.362 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 22 | 13 | 9 | 22 | 13 | 9 |
Profitability (%) | 62.069 | 55.1724 | 68.9655 | 62.069 | 55.1724 | 68.9655 |
Ratio Avg Win / Avg Loss | 0.8914 | 0.7018 | 1.1636 | 0.8352 | 0.6776 | 1.0629 |
Largest Winning Trade | 10958 | 9192 | 10958 | 11412 | 9564 | 11412 |
Largest Losing Trade | -18415 | -18415 | -15010 | -22103 | -20447 | -22103 |
Avg Bars in Trades | 422 | 490 | 354 | 422 | 490 | 354 |
Avg Bars in Winners | 254 | 288 | 227 | 254 | 288 | 227 |
Avg Bars in Losers | 697 | 738 | 637 | 697 | 738 | 637 |
Bars Traded | 24494 | 14221 | 10273 | 24494 | 14221 | 10273 |
Profit Streak | 0 | 10.2632 | 0 | 0 | 10.2632 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -174108 | -580900 | 419024 | -185752 | -580900 | 396051 |
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{ "first_band": { "type": "vwma", "factors": { "length": 154, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 200, "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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