Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1583798.0152 | 154368.3496 | -1738166.3648 | 4348036.0659 | -8640640.6763 | 12988676.7422 |
Total P&L (%) | -1583.798 | 154.3684 | -1738.1664 | 4348.0361 | -8640.6407 | 12988.6767 |
Avg Daily Profit (%) | -0.8066 | 0.0786 | -0.8852 | 0.1935 | 0 | 0.2486 |
Buy And Hold Return (%) | 1467.7686 | 1467.7686 | 1467.7686 | 1467.7686 | 1467.7686 | 1467.7686 |
Max Trade Drawdown | -1904457 | -57168 | -1915274 | -31596076 | -16080029 | -25939285 |
Profit Factor | 0.3104 | 2.0259 | 0.1901 | 1.0484 | 0.6945 | 1.2111 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 49 | 26 | 23 | 49 | 25 | 24 |
Losing Trades | 27 | 12 | 15 | 27 | 13 | 14 |
Profitability (%) | 64.4737 | 68.4211 | 60.5263 | 64.4737 | 65.7895 | 63.1579 |
Ratio Avg Win / Avg Loss | 0.171 | 0.935 | 0.124 | 0.5777 | 0.3611 | 0.7065 |
Largest Winning Trade | 46164 | 34105 | 46164 | 44971157 | 5755826 | 44971157 |
Largest Losing Trade | -1594809 | -55441 | -1594809 | -16080029 | -16080029 | -15862918 |
Avg Bars in Trades | 100 | 68 | 131 | 100 | 68 | 131 |
Avg Bars in Winners | 75 | 49 | 106 | 79 | 47 | 112 |
Avg Bars in Losers | 143 | 108 | 171 | 136 | 106 | 164 |
Bars Traded | 7600 | 2586 | 5014 | 7600 | 2586 | 5014 |
Profit Streak | 396.4251 | 0 | 492.1751 | 396.4251 | 0 | 492.1751 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -631815 | -250285 | -578440 | -215139 | -578718 | 324205 |
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{ "first_band": { "type": "vwma", "factors": { "length": 171, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 188, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 171, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 188, "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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