Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 278963.7254 | 307552.2297 | -28588.5043 | -89586.0254 | 165549.5419 | -255135.5673 |
Total P&L (%) | 278.9637 | 307.5522 | -28.5885 | -89.586 | 165.5495 | -255.1356 |
Avg Daily Profit (%) | 0.1411 | 0.1556 | -0.0145 | -0.1144 | 0.0494 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -224867 | -130646 | -353867 | -262381 | -104805 | -448946 |
Profit Factor | 1.1995 | 1.501 | 0.9636 | 0.907 | 1.5246 | 0.6063 |
Total Trades | 246 | 123 | 123 | 246 | 123 | 123 |
Winning Trades | 152 | 79 | 73 | 152 | 79 | 73 |
Losing Trades | 94 | 44 | 50 | 94 | 44 | 50 |
Profitability (%) | 61.7886 | 64.2276 | 59.3496 | 61.7886 | 64.2276 | 59.3496 |
Ratio Avg Win / Avg Loss | 0.7418 | 0.836 | 0.66 | 0.5609 | 0.8491 | 0.4153 |
Largest Winning Trade | 73786 | 73786 | 29895 | 59797 | 44488 | 59797 |
Largest Losing Trade | -69582 | -62335 | -69582 | -124028 | -32703 | -124028 |
Avg Bars in Trades | 31 | 26 | 36 | 31 | 26 | 36 |
Avg Bars in Winners | 29 | 23 | 36 | 29 | 23 | 36 |
Avg Bars in Losers | 34 | 30 | 38 | 34 | 30 | 38 |
Bars Traded | 7762 | 3216 | 4546 | 7762 | 3216 | 4546 |
Profit Streak | 0 | 0 | 579.2432 | 0 | 0 | 579.2432 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -4596 | 316137 | -578426 | -577962 | -125231 | -578426 |
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{ "first_band": { "type": "vwma", "factors": { "length": 29, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 96, "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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