Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1159794.2245 | 1141206.478 | 18587.7465 | 1450505.2715 | 2419834.1908 | -969328.9193 |
Total P&L (%) | 1159.7942 | 1141.2065 | 18.5877 | 1450.5053 | 2419.8342 | -969.3289 |
Avg Daily Profit (%) | 0.6375 | 0.6273 | 0.0102 | 0.1508 | 0.1775 | 0 |
Buy And Hold Return (%) | 606.7199 | 606.7199 | 606.7199 | 606.7199 | 606.7199 | 606.7199 |
Max Trade Drawdown | -118379 | -108366 | -74682 | -3481811 | -3253480 | -2276959 |
Profit Factor | 3.3179 | 5.1456 | 1.0826 | 1.1352 | 1.3731 | 0.7718 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 45.3125 | 43.75 | 46.875 | 45.3125 | 43.75 | 46.875 |
Ratio Avg Win / Avg Loss | 4.0044 | 6.6158 | 1.2269 | 1.37 | 1.7655 | 0.8747 |
Largest Winning Trade | 627758 | 627758 | 71170 | 3486405 | 3486405 | 1485562 |
Largest Losing Trade | -53048 | -53048 | -38162 | -1270777 | -1270777 | -780608 |
Avg Bars in Trades | 164 | 165 | 164 | 164 | 165 | 164 |
Avg Bars in Winners | 201 | 198 | 204 | 201 | 198 | 204 |
Avg Bars in Losers | 134 | 139 | 129 | 134 | 139 | 129 |
Bars Traded | 10554 | 5291 | 5263 | 10554 | 5291 | 5263 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -134958 | 340050 | -475897 | -214120 | 172514 | -582025 |
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{ "first_band": { "type": "ema", "factors": { "length": 62, "offset": 159 } }, "second_band": { "type": "vwma", "factors": { "length": 170, "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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