Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1769969.5045 | 37222.0749 | -1807191.5794 | 1387632.1623 | -4849393.7452 | 6237025.9075 |
Total P&L (%) | -1769.9695 | 37.2221 | -1807.1916 | 1387.6322 | -4849.3937 | 6237.0259 |
Avg Daily Profit (%) | -0.9452 | 0.0199 | -0.9651 | 0.1443 | 0 | 0.2218 |
Buy And Hold Return (%) | 663.6715 | 663.6715 | 663.6715 | 663.6715 | 663.6715 | 663.6715 |
Max Trade Drawdown | -1934990 | -97641 | -1960435 | -9009545 | -7203362 | -8200710 |
Profit Factor | 0.2836 | 1.1457 | 0.1841 | 1.0507 | 0.6283 | 1.4356 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 47 | 23 | 24 | 47 | 21 | 26 |
Losing Trades | 36 | 19 | 17 | 36 | 21 | 15 |
Profitability (%) | 56.6265 | 54.7619 | 58.5366 | 56.6265 | 50 | 63.4146 |
Ratio Avg Win / Avg Loss | 0.2172 | 0.9464 | 0.1304 | 0.8048 | 0.6283 | 0.8283 |
Largest Winning Trade | 46402 | 46402 | 40530 | 5863816 | 1769506 | 5863816 |
Largest Losing Trade | -1220067 | -59005 | -1220067 | -5388178 | -4226061 | -5388178 |
Avg Bars in Trades | 43 | 41 | 46 | 43 | 41 | 46 |
Avg Bars in Winners | 31 | 31 | 31 | 35 | 29 | 40 |
Avg Bars in Losers | 60 | 52 | 68 | 54 | 52 | 58 |
Bars Traded | 3643 | 1724 | 1919 | 3643 | 1724 | 1919 |
Profit Streak | 25.9964 | 39.4964 | 0 | 25.9964 | 39.4964 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -580654 | -392824 | -579635 | -172584 | -580187 | 332819 |
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{ "first_band": { "type": "vwma", "factors": { "length": 36, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 48, "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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