Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 166891.7305 | 87299.6723 | 79592.0582 | 180103.0655 | 166946.1312 | 13156.9342 |
Total P&L (%) | 166.8917 | 87.2997 | 79.5921 | 180.1031 | 166.9461 | 13.1569 |
Avg Daily Profit (%) | 0.3204 | 0.1676 | 0.1528 | 0.198 | 0.1887 | 0.0237 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59025 | -52073 | -54855 | -189716 | -112067 | -174924 |
Profit Factor | 1.2774 | 1.2944 | 1.2609 | 1.1398 | 1.291 | 1.0184 |
Total Trades | 279 | 140 | 139 | 279 | 140 | 139 |
Winning Trades | 135 | 65 | 70 | 135 | 65 | 70 |
Losing Trades | 144 | 75 | 69 | 144 | 75 | 69 |
Profitability (%) | 48.3871 | 46.4286 | 50.3597 | 48.3871 | 46.4286 | 50.3597 |
Ratio Avg Win / Avg Loss | 1.3626 | 1.4936 | 1.2429 | 1.2158 | 1.4896 | 1.0039 |
Largest Winning Trade | 30756 | 30756 | 21412 | 69273 | 69273 | 59343 |
Largest Losing Trade | -22777 | -22777 | -16548 | -48735 | -33886 | -48735 |
Avg Bars in Trades | 88 | 89 | 87 | 88 | 89 | 87 |
Avg Bars in Winners | 106 | 114 | 99 | 106 | 114 | 99 |
Avg Bars in Losers | 71 | 67 | 75 | 71 | 67 | 75 |
Bars Traded | 24699 | 12533 | 12166 | 24699 | 12533 | 12166 |
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 | 318943 | 189115 | 228763 | -58885 | 194843 | -429703 |
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{ "first_band": { "type": "vwma", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 147, "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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