Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 148294.3019 | 84564.116 | 63730.1859 | 70535.8753 | 164789.701 | -94253.8257 |
Total P&L (%) | 148.2943 | 84.5641 | 63.7302 | 70.5359 | 164.7897 | -94.2538 |
Avg Daily Profit (%) | 0.2847 | 0.1624 | 0.1224 | 0.1025 | 0.1871 | -0.547 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154358 | -73979 | -104436 | -776001 | -318485 | -601125 |
Profit Factor | 1.216 | 1.2629 | 1.1747 | 1.0287 | 1.1455 | 0.9289 |
Total Trades | 238 | 119 | 119 | 238 | 119 | 119 |
Winning Trades | 117 | 57 | 60 | 117 | 57 | 60 |
Losing Trades | 121 | 62 | 59 | 121 | 62 | 59 |
Profitability (%) | 49.1597 | 47.8992 | 50.4202 | 49.1597 | 47.8992 | 50.4202 |
Ratio Avg Win / Avg Loss | 1.2576 | 1.3737 | 1.1551 | 1.0639 | 1.2459 | 0.9134 |
Largest Winning Trade | 40220 | 38625 | 40220 | 193737 | 193737 | 127287 |
Largest Losing Trade | -34690 | -14323 | -34690 | -292301 | -69159 | -292301 |
Avg Bars in Trades | 103 | 80 | 126 | 103 | 80 | 126 |
Avg Bars in Winners | 110 | 76 | 141 | 110 | 76 | 141 |
Avg Bars in Losers | 96 | 83 | 110 | 96 | 83 | 110 |
Bars Traded | 24593 | 9576 | 15017 | 24593 | 9576 | 15017 |
Profit Streak | 8.5449 | 8.5449 | 10.3574 | 8.5449 | 8.5449 | 10.3574 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 353468 | 223340 | -58129 | -243150 | -53958 | -580430 |
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{ "first_band": { "type": "vwma", "factors": { "length": 194, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 99, "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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