Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 830148.4147 | 860820.6554 | -30672.2407 | -9689.2182 | -17575.0061 | 7885.7879 |
Total P&L (%) | 830.1484 | 860.8207 | -30.6722 | -9.6892 | -17.575 | 7.8858 |
Avg Daily Profit (%) | 0.4496 | 0.4662 | -0.0166 | -0.0055 | -0.0105 | 0.0041 |
Buy And Hold Return (%) | 171.5742 | 171.5742 | 171.5742 | 171.5742 | 171.5742 | 171.5742 |
Max Trade Drawdown | -154198 | -57095 | -150456 | -156233 | -121539 | -96653 |
Profit Factor | 2.2084 | 4.3633 | 0.9288 | 0.9865 | 0.9469 | 1.0205 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 47.2222 | 41.6667 | 52.7778 | 47.2222 | 41.6667 | 52.7778 |
Ratio Avg Win / Avg Loss | 2.4682 | 6.1086 | 0.8311 | 1.1025 | 1.3256 | 0.9131 |
Largest Winning Trade | 674423 | 674423 | 74771 | 81563 | 53608 | 81563 |
Largest Losing Trade | -86141 | -33779 | -86141 | -86261 | -67502 | -86261 |
Avg Bars in Trades | 100 | 101 | 98 | 100 | 101 | 98 |
Avg Bars in Winners | 153 | 154 | 152 | 153 | 154 | 152 |
Avg Bars in Losers | 53 | 64 | 39 | 53 | 64 | 39 |
Bars Traded | 7221 | 3660 | 3561 | 7221 | 3660 | 3561 |
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 | -71961 | 470741 | -580420 | -663969 | -582354 | -552395 |
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{ "first_band": { "type": "vwma", "factors": { "length": 120, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 91, "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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