Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 141784.3115 | 97983.523 | 43800.7885 | 177818.1954 | 146266.2405 | 31551.9549 |
Total P&L (%) | 141.7843 | 97.9835 | 43.8008 | 177.8182 | 146.2662 | 31.552 |
Avg Daily Profit (%) | 0.2722 | 0.1881 | 0.0841 | 0.1964 | 0.1732 | 0.0527 |
Buy And Hold Return (%) | 21.7955 | 21.7955 | 21.7955 | 21.7955 | 21.7955 | 21.7955 |
Max Trade Drawdown | -43737 | -16129 | -43470 | -146888 | -58979 | -121683 |
Profit Factor | 1.8538 | 2.7394 | 1.3991 | 1.4658 | 2.2072 | 1.1211 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Losing Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Profitability (%) | 60.9756 | 65.8537 | 56.0976 | 60.9756 | 65.8537 | 56.0976 |
Ratio Avg Win / Avg Loss | 1.1864 | 1.4205 | 1.095 | 0.9381 | 1.1445 | 0.8774 |
Largest Winning Trade | 36263 | 36263 | 22223 | 73108 | 73108 | 59267 |
Largest Losing Trade | -43470 | -10942 | -43470 | -81880 | -32783 | -81880 |
Avg Bars in Trades | 300 | 288 | 312 | 300 | 288 | 312 |
Avg Bars in Winners | 228 | 221 | 237 | 228 | 221 | 237 |
Avg Bars in Losers | 411 | 417 | 407 | 411 | 417 | 407 |
Bars Traded | 24626 | 11819 | 12807 | 24626 | 11819 | 12807 |
Profit Streak | 7.0456 | 0 | 8.5456 | 7.0456 | 0 | 8.5456 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 120716 | 409538 | -85882 | 2097 | 425169 | -237174 |
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{ "first_band": { "type": "vwma", "factors": { "length": 250, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 201, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 250, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 201, "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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