Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1255172.5422 | 1140152.5621 | 115019.9802 | 13053577.4297 | 9418717.3834 | 3634860.0464 |
Total P&L (%) | 1255.1725 | 1140.1526 | 115.02 | 13053.5774 | 9418.7174 | 3634.86 |
Avg Daily Profit (%) | 0.6917 | 0.6283 | 0.0634 | 0.2692 | 0.2514 | 0.1997 |
Buy And Hold Return (%) | 614.7082 | 614.7082 | 614.7082 | 614.7082 | 614.7082 | 614.7082 |
Max Trade Drawdown | -85303 | -55503 | -58846 | -9260798 | -6087780 | -6599840 |
Profit Factor | 3.2519 | 5.2864 | 1.3947 | 1.3295 | 1.5383 | 1.1643 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Profitability (%) | 45 | 42 | 48 | 45 | 42 | 48 |
Ratio Avg Win / Avg Loss | 3.9746 | 7.3002 | 1.511 | 1.6249 | 2.1243 | 1.2614 |
Largest Winning Trade | 573498 | 573498 | 76420 | 6350847 | 6125980 | 6350847 |
Largest Losing Trade | -25046 | -20798 | -25046 | -4537635 | -2766751 | -4537635 |
Avg Bars in Trades | 214 | 208 | 220 | 214 | 208 | 220 |
Avg Bars in Winners | 322 | 323 | 321 | 322 | 323 | 321 |
Avg Bars in Losers | 126 | 125 | 126 | 126 | 125 | 126 |
Bars Traded | 21447 | 10447 | 11000 | 21447 | 10447 | 11000 |
Profit Streak | 29.575 | 101.9917 | 29.575 | 29.575 | 101.9917 | 29.575 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 402231 | -170361 | -452592 | 335915 | -171080 | -212753 |
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{ "first_band": { "type": "swma", "factors": { "length": 186, "offset": 44 } }, "second_band": { "type": "vwma", "factors": { "length": 139, "offset": 0 } } }
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# | 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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