Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1731431.6203 | 1746565.3046 | -15133.6842 | 520090.4108 | 1218275.1282 | -698184.7174 |
Total P&L (%) | 1731.4316 | 1746.5653 | -15.1337 | 520.0904 | 1218.2751 | -698.1847 |
Avg Daily Profit (%) | 0.7318 | 0.7382 | -0.0064 | 0.0772 | 0.1091 | 0 |
Buy And Hold Return (%) | 345.363 | 345.363 | 345.363 | 345.363 | 345.363 | 345.363 |
Max Trade Drawdown | -148198 | -141712 | -89998 | -4224978 | -3193458 | -2892092 |
Profit Factor | 3.1527 | 5.5061 | 0.9637 | 1.043 | 1.2212 | 0.8939 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 54 | 24 | 30 | 54 | 24 | 30 |
Losing Trades | 70 | 38 | 32 | 70 | 38 | 32 |
Profitability (%) | 43.5484 | 38.7097 | 48.3871 | 43.5484 | 38.7097 | 48.3871 |
Ratio Avg Win / Avg Loss | 4.0869 | 8.7179 | 1.0279 | 1.3521 | 1.9336 | 0.9535 |
Largest Winning Trade | 1476609 | 1476609 | 66846 | 3688713 | 3688713 | 1793563 |
Largest Losing Trade | -46313 | -27580 | -46313 | -1925304 | -1052923 | -1925304 |
Avg Bars in Trades | 55 | 44 | 65 | 55 | 44 | 65 |
Avg Bars in Winners | 71 | 72 | 69 | 71 | 72 | 69 |
Avg Bars in Losers | 42 | 27 | 61 | 42 | 27 | 61 |
Bars Traded | 6834 | 2781 | 4053 | 6834 | 2781 | 4053 |
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 | 543718 | -139340 | -733918 | -275084 | -207756 | -735585 |
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{ "first_band": { "type": "vwma", "factors": { "length": 151, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 17, "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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