Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1359634.4547 | 1262886.152 | 96748.3027 | 4679949.4719 | 544633.0518 | 4135316.4201 |
Total P&L (%) | 1359.6345 | 1262.8862 | 96.7483 | 4679.9495 | 544.6331 | 4135.3164 |
Avg Daily Profit (%) | 0.544 | 0.5053 | 0.0387 | 0.1549 | 0.0746 | 0.15 |
Buy And Hold Return (%) | 432.6691 | 432.6691 | 432.6691 | 432.6691 | 432.6691 | 432.6691 |
Max Trade Drawdown | -117271 | -51956 | -78200 | -6367375 | -3981905 | -3595194 |
Profit Factor | 4.4784 | 7.2603 | 1.5115 | 1.2671 | 1.0507 | 1.6095 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 45.614 | 41.3793 | 50 | 45.614 | 41.3793 | 50 |
Ratio Avg Win / Avg Loss | 5.3397 | 10.2855 | 1.5115 | 1.5107 | 1.4885 | 1.6095 |
Largest Winning Trade | 912386 | 912386 | 51215 | 3182368 | 3124141 | 3182368 |
Largest Losing Trade | -43923 | -39431 | -43923 | -3320573 | -3320573 | -1697762 |
Avg Bars in Trades | 258 | 249 | 266 | 258 | 249 | 266 |
Avg Bars in Winners | 392 | 402 | 383 | 392 | 402 | 383 |
Avg Bars in Losers | 145 | 141 | 149 | 145 | 141 | 149 |
Bars Traded | 14708 | 7237 | 7471 | 14708 | 7237 | 7471 |
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 | -165799 | 453051 | -325535 | -172559 | -346350 | -10398 |
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{ "first_band": { "type": "sma", "factors": { "length": 154, "offset": 75 } }, "second_band": { "type": "vwma", "factors": { "length": 152, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 154, "offset": 75 } }, "second_band": { "type": "vwma", "factors": { "length": 152, "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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