Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 588711.6764 | 422479.6607 | 166232.0157 | -38031.6782 | 258791.7664 | -296823.4446 |
Total P&L (%) | 588.7117 | 422.4797 | 166.232 | -38.0317 | 258.7918 | -296.8234 |
Avg Daily Profit (%) | 0.3161 | 0.2269 | 0.0893 | -0.0257 | 0.0686 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143873 | -105629 | -109209 | -3270820 | -1910436 | -1422914 |
Profit Factor | 2.0701 | 2.8712 | 1.5125 | 0.9949 | 1.0789 | 0.9299 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 50 | 22 | 28 | 50 | 22 | 28 |
Losing Trades | 35 | 21 | 14 | 35 | 21 | 14 |
Profitability (%) | 58.8235 | 51.1628 | 66.6667 | 58.8235 | 51.1628 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.4491 | 2.7406 | 0.7563 | 0.6965 | 1.0298 | 0.4649 |
Largest Winning Trade | 105723 | 105723 | 66615 | 815204 | 815204 | 718400 |
Largest Losing Trade | -98625 | -40215 | -98625 | -1365918 | -1322273 | -1365918 |
Avg Bars in Trades | 83 | 61 | 106 | 83 | 61 | 106 |
Avg Bars in Winners | 84 | 68 | 97 | 84 | 68 | 97 |
Avg Bars in Losers | 82 | 53 | 125 | 82 | 53 | 125 |
Bars Traded | 7113 | 2638 | 4476 | 7113 | 2638 | 4476 |
Profit Streak | 43.5723 | 43.5723 | 75.8223 | 43.5723 | 43.5723 | 75.8223 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 530017 | 522756 | -70496 | -577910 | -233876 | -577202 |
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{ "first_band": { "type": "vwma", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 69, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 69, "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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