Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 96115.7175 | 14471.6878 | 81644.0297 | 119169.3041 | 22960.4565 | 96208.8476 |
Total P&L (%) | 96.1157 | 14.4717 | 81.644 | 119.1693 | 22.9605 | 96.2088 |
Avg Daily Profit (%) | 0.3691 | 0.0556 | 0.3135 | 0.3018 | 0.0794 | 0.2592 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -37624 | -28247 | -18204 | -72800 | -35772 | -44051 |
Profit Factor | 1.6792 | 1.1538 | 2.7231 | 1.5414 | 1.1678 | 2.155 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Losing Trades | 24 | 14 | 10 | 24 | 14 | 10 |
Profitability (%) | 67.1233 | 62.1622 | 72.2222 | 67.1233 | 62.1622 | 72.2222 |
Ratio Avg Win / Avg Loss | 0.8225 | 0.7023 | 1.0473 | 0.755 | 0.7108 | 0.8288 |
Largest Winning Trade | 24502 | 24502 | 15498 | 40242 | 40242 | 17961 |
Largest Losing Trade | -15946 | -15174 | -15946 | -39692 | -21281 | -39692 |
Avg Bars in Trades | 331 | 363 | 299 | 331 | 363 | 299 |
Avg Bars in Winners | 206 | 227 | 187 | 206 | 227 | 187 |
Avg Bars in Losers | 588 | 587 | 589 | 588 | 587 | 589 |
Bars Traded | 24219 | 13455 | 10764 | 24219 | 13455 | 10764 |
Profit Streak | 0 | 0 | 19.1556 | 0 | 0 | 19.1556 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -65705 | -198249 | 529844 | -66792 | -129255 | 413650 |
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{ "first_band": { "type": "vwma", "factors": { "length": 172, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 191, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 172, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 191, "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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