Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1337801.05 | 1318345.8347 | 19455.2153 | 1409637.8268 | 2890015.1704 | -1480377.3436 |
Total P&L (%) | 1337.8011 | 1318.3458 | 19.4552 | 1409.6378 | 2890.0152 | -1480.3773 |
Avg Daily Profit (%) | 0.7384 | 0.7277 | 0.0107 | 0.1499 | 0.1877 | 0 |
Buy And Hold Return (%) | 480.5851 | 480.5851 | 480.5851 | 480.5851 | 480.5851 | 480.5851 |
Max Trade Drawdown | -107409 | -74009 | -65248 | -4739104 | -2443687 | -2739308 |
Profit Factor | 3.0672 | 5.2701 | 1.0575 | 1.0981 | 1.4731 | 0.8209 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Losing Trades | 56 | 30 | 26 | 56 | 30 | 26 |
Profitability (%) | 33.3333 | 28.5714 | 38.0952 | 33.3333 | 28.5714 | 38.0952 |
Ratio Avg Win / Avg Loss | 6.1343 | 13.1752 | 1.7184 | 2.1961 | 3.6829 | 1.334 |
Largest Winning Trade | 770508 | 770508 | 75578 | 3212308 | 3212308 | 1427996 |
Largest Losing Trade | -28012 | -28012 | -23896 | -1009743 | -700418 | -1009743 |
Avg Bars in Trades | 127 | 116 | 137 | 127 | 116 | 137 |
Avg Bars in Winners | 248 | 242 | 253 | 248 | 242 | 253 |
Avg Bars in Losers | 66 | 66 | 65 | 66 | 66 | 65 |
Bars Traded | 10669 | 4906 | 5763 | 10669 | 4906 | 5763 |
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 | 321805 | 114150 | -505033 | -113435 | -4502 | -583697 |
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{ "first_band": { "type": "vwma", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 72, "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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