Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 709252.9965 | 724344.717 | -15091.7205 | 134268.8842 | 534350.335 | -400081.4508 |
Total P&L (%) | 709.253 | 724.3447 | -15.0917 | 134.2689 | 534.3503 | -400.0815 |
Avg Daily Profit (%) | 0.2836 | 0.2896 | -0.006 | 0.034 | 0.0739 | 0 |
Buy And Hold Return (%) | 243.1979 | 243.1979 | 243.1979 | 243.1979 | 243.1979 | 243.1979 |
Max Trade Drawdown | -123423 | -80189 | -106047 | -1269047 | -775762 | -700616 |
Profit Factor | 1.815 | 2.9767 | 0.97 | 1.0302 | 1.2679 | 0.8373 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Losing Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Profitability (%) | 47.6563 | 46.875 | 48.4375 | 47.6563 | 46.875 | 48.4375 |
Ratio Avg Win / Avg Loss | 1.9935 | 3.3736 | 1.0326 | 1.1315 | 1.437 | 0.8913 |
Largest Winning Trade | 269441 | 269441 | 60261 | 696621 | 696621 | 356123 |
Largest Losing Trade | -57231 | -55260 | -57231 | -597123 | -255050 | -597123 |
Avg Bars in Trades | 114 | 104 | 125 | 114 | 104 | 125 |
Avg Bars in Winners | 143 | 121 | 164 | 143 | 121 | 164 |
Avg Bars in Losers | 89 | 89 | 89 | 89 | 89 | 89 |
Bars Traded | 14710 | 6669 | 8041 | 14710 | 6669 | 8041 |
Profit Streak | 23.8006 | 0 | 45.6339 | 23.8006 | 0 | 45.6339 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323379 | -129037 | -717911 | -500583 | -239951 | -719578 |
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{ "first_band": { "type": "vwma", "factors": { "length": 75, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 212, "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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