Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 396111.1722 | 269468.496 | 126642.6762 | 42152.4558 | 72888.533 | -30736.0772 |
Total P&L (%) | 396.1112 | 269.4685 | 126.6427 | 42.1525 | 72.8885 | -30.7361 |
Avg Daily Profit (%) | 0.2498 | 0.1699 | 0.0799 | 0.0222 | 0.0345 | -0.0232 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96263 | -110298 | -76340 | -322259 | -216699 | -243047 |
Profit Factor | 1.7035 | 1.8327 | 1.5289 | 1.0346 | 1.1155 | 0.9476 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 57 | 26 | 31 | 57 | 26 | 31 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 61.2903 | 56.5217 | 65.9574 | 61.2903 | 56.5217 | 65.9574 |
Ratio Avg Win / Avg Loss | 1.0759 | 1.4098 | 0.7891 | 0.6535 | 0.8581 | 0.4891 |
Largest Winning Trade | 271117 | 271117 | 52381 | 228752 | 228752 | 84459 |
Largest Losing Trade | -76340 | -47802 | -76340 | -243047 | -123032 | -243047 |
Avg Bars in Trades | 48 | 67 | 30 | 48 | 67 | 30 |
Avg Bars in Winners | 41 | 55 | 29 | 41 | 55 | 29 |
Avg Bars in Losers | 60 | 83 | 32 | 60 | 83 | 32 |
Bars Traded | 4524 | 3101 | 1423 | 4524 | 3101 | 1423 |
Profit Streak | 40.4236 | 40.4236 | 59.0903 | 40.4236 | 40.4236 | 59.0903 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 478867 | 403121 | -83373 | -346217 | -240419 | -577650 |
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{ "first_band": { "type": "ema", "factors": { "length": 51, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 72, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 51, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 72, "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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