Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 174112.2295 | 43549.3148 | 130562.9147 | 279773.3911 | 94283.8113 | 185489.5798 |
Total P&L (%) | 174.1122 | 43.5493 | 130.5629 | 279.7734 | 94.2838 | 185.4896 |
Avg Daily Profit (%) | 0.3343 | 0.0836 | 0.2507 | 0.2565 | 0.1276 | 0.2016 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50290 | -49967 | -31541 | -79922 | -70691 | -56531 |
Profit Factor | 1.8288 | 1.3323 | 2.6527 | 1.8317 | 1.5084 | 2.2289 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 64 | 31 | 33 | 64 | 31 | 33 |
Losing Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Profitability (%) | 71.9101 | 70.4545 | 73.3333 | 71.9101 | 70.4545 | 73.3333 |
Ratio Avg Win / Avg Loss | 0.7144 | 0.5587 | 0.9646 | 0.7155 | 0.6326 | 0.8105 |
Largest Winning Trade | 16411 | 12819 | 16411 | 38760 | 24449 | 38760 |
Largest Losing Trade | -35065 | -35065 | -31541 | -56531 | -41343 | -56531 |
Avg Bars in Trades | 276 | 325 | 228 | 276 | 325 | 228 |
Avg Bars in Winners | 157 | 191 | 124 | 157 | 191 | 124 |
Avg Bars in Losers | 580 | 643 | 513 | 580 | 643 | 513 |
Bars Traded | 24592 | 14308 | 10284 | 24592 | 14308 | 10284 |
Profit Streak | 11.7295 | 94.3337 | 11.7295 | 11.7295 | 94.3337 | 11.7295 |
Trades During Streak | 2 | 9 | 1 | 2 | 9 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 480098 | -80863 | 485504 | 456370 | -19235 | 440961 |
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{ "first_band": { "type": "vwma", "factors": { "length": 80, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 233, "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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