Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1751109.209 | -4177.306 | -1746931.9029 | -2998248.3176 | 8659566.0817 | -11657814.3993 |
Total P&L (%) | -1751.1092 | -4.1773 | -1746.9319 | -2998.2483 | 8659.5661 | -11657.8144 |
Avg Daily Profit (%) | -0.7577 | -0.0018 | -0.7559 | 0 | 0.1937 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1902437 | -97162 | -1949773 | -14291665 | -2700338 | -18842076 |
Profit Factor | 0.2789 | 0.9851 | 0.187 | 0.8914 | 2.3654 | 0.4515 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 42 | 19 | 23 | 24 | 13 | 11 |
Losing Trades | 17 | 10 | 7 | 35 | 16 | 19 |
Profitability (%) | 71.1864 | 65.5172 | 76.6667 | 40.678 | 44.8276 | 36.6667 |
Ratio Avg Win / Avg Loss | 0.1129 | 0.5185 | 0.0569 | 1.2999 | 2.9112 | 0.7799 |
Largest Winning Trade | 61895 | 61551 | 61895 | 8332854 | 8332854 | 2520217 |
Largest Losing Trade | -1596002 | -76251 | -1596002 | -9052690 | -1534468 | -9052690 |
Avg Bars in Trades | 112 | 107 | 117 | 112 | 107 | 117 |
Avg Bars in Winners | 68 | 67 | 69 | 139 | 132 | 147 |
Avg Bars in Losers | 222 | 184 | 276 | 94 | 88 | 100 |
Bars Traded | 6661 | 3129 | 3532 | 6661 | 3129 | 3532 |
Profit Streak | 156.1728 | 156.1728 | 259.8395 | 0 | 0 | 0 |
Trades During Streak | 11 | 5 | 6 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -755946 | -577409 | -575949 | -762514 | 375224 | -586010 |
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{ "first_band": { "type": "vwma", "factors": { "length": 102, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 149, "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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