Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 664913.6397 | 660011.9804 | 4901.6594 | 452412.3049 | 2362517.2919 | -1910104.9871 |
Total P&L (%) | 664.9136 | 660.012 | 4.9017 | 452.4123 | 2362.5173 | -1910.105 |
Avg Daily Profit (%) | 0.3681 | 0.3654 | 0.0027 | 0.0947 | 0.1775 | 0 |
Buy And Hold Return (%) | 240.0177 | 240.0177 | 240.0177 | 240.0177 | 240.0177 | 240.0177 |
Max Trade Drawdown | -176801 | -53188 | -132561 | -1654247 | -675412 | -2176105 |
Profit Factor | 2.1643 | 4.25 | 1.0133 | 1.079 | 2.3209 | 0.5151 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 43.4783 | 41.1765 | 45.7143 | 43.4783 | 41.1765 | 45.7143 |
Ratio Avg Win / Avg Loss | 2.8136 | 6.0714 | 1.2033 | 1.4027 | 3.3155 | 0.6117 |
Largest Winning Trade | 247133 | 247133 | 73200 | 1221202 | 1221202 | 470346 |
Largest Losing Trade | -70164 | -21890 | -70164 | -669910 | -246430 | -669910 |
Avg Bars in Trades | 150 | 130 | 170 | 150 | 130 | 170 |
Avg Bars in Winners | 249 | 214 | 280 | 249 | 214 | 280 |
Avg Bars in Losers | 75 | 71 | 78 | 75 | 71 | 78 |
Bars Traded | 10410 | 4431 | 5979 | 10410 | 4431 | 5979 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -98537 | 356901 | -562519 | -316714 | 317388 | -582454 |
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{ "first_band": { "type": "vwma", "factors": { "length": 85, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 165, "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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