Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 238559.5659 | 214983.9346 | 23575.6313 | -81546.1173 | -8166.3197 | -73379.7976 |
Total P&L (%) | 238.5596 | 214.9839 | 23.5756 | -81.5461 | -8.1663 | -73.3798 |
Avg Daily Profit (%) | 0.1491 | 0.1344 | 0.0147 | -0.1056 | -0.0053 | -0.0827 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134424 | -141285 | -95780 | -192303 | -105054 | -133646 |
Profit Factor | 1.3328 | 1.54 | 1.074 | 0.8494 | 0.9709 | 0.7184 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 57 | 24 | 33 | 57 | 24 | 33 |
Losing Trades | 45 | 27 | 18 | 45 | 27 | 18 |
Profitability (%) | 55.8824 | 47.0588 | 64.7059 | 55.8824 | 47.0588 | 64.7059 |
Ratio Avg Win / Avg Loss | 1.0522 | 1.7325 | 0.5858 | 0.6706 | 1.0923 | 0.3919 |
Largest Winning Trade | 289314 | 289314 | 52820 | 120971 | 120971 | 43297 |
Largest Losing Trade | -77713 | -54283 | -77713 | -123516 | -47142 | -123516 |
Avg Bars in Trades | 59 | 80 | 38 | 59 | 80 | 38 |
Avg Bars in Winners | 54 | 86 | 30 | 54 | 86 | 30 |
Avg Bars in Losers | 66 | 75 | 53 | 66 | 75 | 53 |
Bars Traded | 6076 | 4112 | 1964 | 6076 | 4112 | 1964 |
Profit Streak | 55.4257 | 55.4257 | 74.1757 | 55.4257 | 55.4257 | 74.1757 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319812 | -190787 | -495273 | -578172 | -758907 | -757553 |
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{ "first_band": { "type": "ema", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 94, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 94, "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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