Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 547408.4943 | 360056.9146 | 187351.5797 | 1351217.047 | 1054615.9849 | 296601.0621 |
Total P&L (%) | 547.4085 | 360.0569 | 187.3516 | 1351.217 | 1054.616 | 296.6011 |
Avg Daily Profit (%) | 0.4021 | 0.2645 | 0.1376 | 0.1967 | 0.1799 | 0.1013 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126017 | -71005 | -66373 | -1024927 | -594140 | -726633 |
Profit Factor | 1.9604 | 2.2537 | 1.6625 | 1.4093 | 1.6828 | 1.1689 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 41 | 17 | 24 | 41 | 17 | 24 |
Losing Trades | 52 | 30 | 22 | 52 | 30 | 22 |
Profitability (%) | 44.086 | 36.1702 | 52.1739 | 44.086 | 36.1702 | 52.1739 |
Ratio Avg Win / Avg Loss | 2.4863 | 3.9771 | 1.5239 | 1.7874 | 2.9696 | 1.0715 |
Largest Winning Trade | 138991 | 138991 | 54859 | 591409 | 591409 | 391953 |
Largest Losing Trade | -43460 | -22810 | -43460 | -726633 | -222518 | -726633 |
Avg Bars in Trades | 42 | 34 | 51 | 42 | 34 | 51 |
Avg Bars in Winners | 69 | 56 | 78 | 69 | 56 | 78 |
Avg Bars in Losers | 22 | 21 | 22 | 22 | 21 | 22 |
Bars Traded | 3994 | 1606 | 2388 | 3994 | 1606 | 2388 |
Profit Streak | 22.9973 | 43.664 | 0 | 22.9973 | 43.664 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 431415 | 277857 | -5803 | 301225 | 227156 | -92221 |
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{ "first_band": { "type": "vwma", "factors": { "length": 45, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 24, "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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