Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 484915.1018 | 490122.6318 | -5207.5301 | 55354.5498 | 6311.0518 | 49043.498 |
Total P&L (%) | 484.9151 | 490.1226 | -5.2075 | 55.3546 | 6.3111 | 49.0435 |
Avg Daily Profit (%) | 0.1939 | 0.196 | -0.0021 | 0.0176 | 0.0024 | 0.016 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131861 | -74963 | -81739 | -659982 | -448928 | -314138 |
Profit Factor | 1.7025 | 2.5813 | 0.9863 | 1.0211 | 1.0046 | 1.0389 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 38 | 23 | 15 | 38 | 23 | 15 |
Losing Trades | 57 | 25 | 32 | 57 | 25 | 32 |
Profitability (%) | 40 | 47.9167 | 31.9149 | 40 | 47.9167 | 31.9149 |
Ratio Avg Win / Avg Loss | 2.5537 | 2.8058 | 2.1041 | 1.5316 | 1.092 | 2.2164 |
Largest Winning Trade | 405238 | 405238 | 52561 | 349180 | 349180 | 227767 |
Largest Losing Trade | -40034 | -40034 | -35939 | -206222 | -206222 | -137134 |
Avg Bars in Trades | 100 | 77 | 124 | 100 | 77 | 124 |
Avg Bars in Winners | 171 | 108 | 268 | 171 | 108 | 268 |
Avg Bars in Losers | 53 | 49 | 57 | 53 | 49 | 57 |
Bars Traded | 9586 | 3728 | 5858 | 9586 | 3728 | 5858 |
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 | 257739 | 424345 | -584952 | -370144 | -571483 | -356487 |
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{ "first_band": { "type": "vwma", "factors": { "length": 96, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 140, "offset": 0 } } }
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# | 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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