Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 781590.6888 | 672485.998 | 109104.6908 | 826460.5078 | -206825.7797 | 1033286.2875 |
Total P&L (%) | 781.5907 | 672.486 | 109.1047 | 826.4605 | -206.8258 | 1033.2863 |
Avg Daily Profit (%) | 0.4048 | 0.3483 | 0.0565 | 0.1154 | 0 | 0.1258 |
Buy And Hold Return (%) | 18.7114 | 18.7114 | 18.7114 | 18.7114 | 18.7114 | 18.7114 |
Max Trade Drawdown | -85417 | -129626 | -79051 | -758597 | -1197908 | -365350 |
Profit Factor | 2.0867 | 2.5982 | 1.3656 | 1.1893 | 0.9243 | 1.6322 |
Total Trades | 143 | 72 | 71 | 143 | 72 | 71 |
Winning Trades | 68 | 27 | 41 | 68 | 27 | 41 |
Losing Trades | 75 | 45 | 30 | 75 | 45 | 30 |
Profitability (%) | 47.5524 | 37.5 | 57.7465 | 47.5524 | 37.5 | 57.7465 |
Ratio Avg Win / Avg Loss | 2.3015 | 4.3303 | 0.9992 | 1.3117 | 1.5405 | 1.1943 |
Largest Winning Trade | 498653 | 498653 | 43405 | 673008 | 673008 | 337667 |
Largest Losing Trade | -38654 | -27127 | -38654 | -365350 | -259336 | -365350 |
Avg Bars in Trades | 26 | 31 | 22 | 26 | 31 | 22 |
Avg Bars in Winners | 32 | 44 | 24 | 32 | 44 | 24 |
Avg Bars in Losers | 21 | 23 | 18 | 21 | 23 | 18 |
Bars Traded | 3803 | 2234 | 1569 | 3803 | 2234 | 1569 |
Profit Streak | 45.6512 | 86.1512 | 0 | 45.6512 | 86.1512 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 504594 | -69098 | -204830 | -50667 | -661358 | -108072 |
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{ "first_band": { "type": "sma", "factors": { "length": 35, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 28, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 35, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 28, "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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