Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 746873.6567 | 684795.9943 | 62077.6624 | 549973.6926 | 1112947.1101 | -562973.4174 |
Total P&L (%) | 746.8737 | 684.796 | 62.0777 | 549.9737 | 1112.9471 | -562.9734 |
Avg Daily Profit (%) | 0.4059 | 0.3722 | 0.0337 | 0.1018 | 0.1357 | 0 |
Buy And Hold Return (%) | 151.0613 | 151.0613 | 151.0613 | 151.0613 | 151.0613 | 151.0613 |
Max Trade Drawdown | -83776 | -36164 | -84491 | -1041113 | -100125 | -1005679 |
Profit Factor | 2.2182 | 4.8207 | 1.1431 | 1.2304 | 3.5706 | 0.7119 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 54 | 30 | 24 | 54 | 30 | 24 |
Losing Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Profitability (%) | 60.6742 | 66.6667 | 54.5455 | 60.6742 | 66.6667 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.4377 | 2.4103 | 0.9526 | 0.7975 | 1.7853 | 0.5932 |
Largest Winning Trade | 487215 | 487215 | 47729 | 316818 | 272405 | 316818 |
Largest Losing Trade | -63511 | -21619 | -63511 | -764910 | -69688 | -764910 |
Avg Bars in Trades | 117 | 98 | 137 | 117 | 98 | 137 |
Avg Bars in Winners | 113 | 88 | 145 | 113 | 88 | 145 |
Avg Bars in Losers | 123 | 118 | 127 | 123 | 118 | 127 |
Bars Traded | 10471 | 4425 | 6046 | 10471 | 4425 | 6046 |
Profit Streak | 0 | 0 | 72.0333 | 0 | 0 | 72.0333 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 473273 | 635445 | -377197 | -59602 | -2433 | -579572 |
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{ "first_band": { "type": "vwma", "factors": { "length": 223, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 144, "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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