Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 977434.834 | 1072903.5547 | -95468.7207 | 31573.5415 | 376742.0308 | -345168.4894 |
Total P&L (%) | 977.4348 | 1072.9036 | -95.4687 | 31.5735 | 376.742 | -345.1685 |
Avg Daily Profit (%) | 0.5388 | 0.5915 | -0.0526 | 0.0151 | 0.0861 | 0 |
Buy And Hold Return (%) | 503.6509 | 503.6509 | 503.6509 | 503.6509 | 503.6509 | 503.6509 |
Max Trade Drawdown | -172097 | -99651 | -142810 | -389570 | -238491 | -377397 |
Profit Factor | 2.2995 | 4.0711 | 0.763 | 1.0225 | 1.5763 | 0.5395 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Losing Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Profitability (%) | 44.8718 | 48.7179 | 41.0256 | 44.8718 | 48.7179 | 41.0256 |
Ratio Avg Win / Avg Loss | 2.8251 | 4.2853 | 1.0968 | 1.2562 | 1.6592 | 0.7755 |
Largest Winning Trade | 663152 | 663152 | 77533 | 379583 | 379583 | 64163 |
Largest Losing Trade | -45823 | -45823 | -40036 | -129211 | -109698 | -129211 |
Avg Bars in Trades | 135 | 115 | 154 | 135 | 115 | 154 |
Avg Bars in Winners | 178 | 147 | 216 | 178 | 147 | 216 |
Avg Bars in Losers | 99 | 85 | 112 | 99 | 85 | 112 |
Bars Traded | 10551 | 4508 | 6043 | 10551 | 4508 | 6043 |
Profit Streak | 0 | 101.7932 | 0 | 0 | 101.7932 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -32744 | 452133 | -582580 | -574962 | -240772 | -584247 |
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{ "first_band": { "type": "vwma", "factors": { "length": 143, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 188, "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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