Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 130233.8583 | 54606.8364 | 75627.0219 | 201404.0924 | 108187.1424 | 93216.95 |
Total P&L (%) | 130.2339 | 54.6068 | 75.627 | 201.4041 | 108.1871 | 93.217 |
Avg Daily Profit (%) | 0.5001 | 0.2097 | 0.2904 | 0.4246 | 0.282 | 0.2532 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42028 | -23927 | -28651 | -71852 | -40286 | -57210 |
Profit Factor | 1.7529 | 1.6566 | 1.842 | 1.674 | 1.8167 | 1.5604 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 61 | 29 | 32 | 61 | 29 | 32 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 57.5472 | 54.717 | 60.3774 | 57.5472 | 54.717 | 60.3774 |
Ratio Avg Win / Avg Loss | 1.2931 | 1.371 | 1.2088 | 1.2349 | 1.5035 | 1.024 |
Largest Winning Trade | 31090 | 13222 | 31090 | 35107 | 20448 | 35107 |
Largest Losing Trade | -15557 | -9634 | -15557 | -38831 | -16529 | -38831 |
Avg Bars in Trades | 225 | 230 | 221 | 225 | 230 | 221 |
Avg Bars in Winners | 217 | 238 | 197 | 217 | 238 | 197 |
Avg Bars in Losers | 237 | 219 | 257 | 237 | 219 | 257 |
Bars Traded | 23936 | 12198 | 11738 | 23936 | 12198 | 11738 |
Profit Streak | 7.148 | 7.148 | 8.3564 | 7.148 | 7.148 | 8.3564 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 482867 | -171452 | -168201 | 454147 | -168388 | -169228 |
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{ "first_band": { "type": "sma", "factors": { "length": 224, "offset": 113 } }, "second_band": { "type": "vwma", "factors": { "length": 173, "offset": 237 } } }
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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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