Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 127609.1611 | 68185.2153 | 59423.9459 | 111182.6687 | 84430.0442 | 26752.6246 |
Total P&L (%) | 127.6092 | 68.1852 | 59.4239 | 111.1827 | 84.43 | 26.7526 |
Avg Daily Profit (%) | 0.245 | 0.1309 | 0.1141 | 0.1436 | 0.1176 | 0.0455 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65443 | -45014 | -64187 | -126700 | -86701 | -123381 |
Profit Factor | 1.2982 | 1.3177 | 1.2787 | 1.1407 | 1.227 | 1.064 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Losing Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Profitability (%) | 51.0989 | 50.5495 | 51.6484 | 51.0989 | 50.5495 | 51.6484 |
Ratio Avg Win / Avg Loss | 1.2424 | 1.2891 | 1.197 | 1.0916 | 1.2004 | 0.996 |
Largest Winning Trade | 22110 | 22110 | 19952 | 45369 | 42684 | 45369 |
Largest Losing Trade | -26530 | -17755 | -26530 | -74826 | -38442 | -74826 |
Avg Bars in Trades | 131 | 129 | 133 | 131 | 129 | 133 |
Avg Bars in Winners | 141 | 134 | 147 | 141 | 134 | 147 |
Avg Bars in Losers | 122 | 125 | 118 | 122 | 125 | 118 |
Bars Traded | 23996 | 11819 | 12177 | 23996 | 11819 | 12177 |
Profit Streak | 16.8515 | 19.5182 | 0 | 16.8515 | 19.5182 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330388 | -18431 | -42097 | -65942 | -36628 | -288007 |
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{ "first_band": { "type": "vwma", "factors": { "length": 169, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 185, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 169, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 185, "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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