Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1384695.2872 | 1423214.424 | -38519.1368 | 124106.8838 | 401165.9003 | -277059.0165 |
Total P&L (%) | 1384.6953 | 1423.2144 | -38.5191 | 124.1069 | 401.1659 | -277.059 |
Avg Daily Profit (%) | 0.7576 | 0.7787 | -0.0211 | 0.0442 | 0.0882 | 0 |
Buy And Hold Return (%) | 815.7549 | 815.7549 | 815.7549 | 815.7549 | 815.7549 | 815.7549 |
Max Trade Drawdown | -104328 | -112756 | -101498 | -468615 | -334038 | -343958 |
Profit Factor | 3.3077 | 5.414 | 0.8612 | 1.0674 | 1.4187 | 0.6859 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 45.0704 | 45.7143 | 44.4444 | 45.0704 | 45.7143 | 44.4444 |
Ratio Avg Win / Avg Loss | 4.0313 | 6.4291 | 1.0765 | 1.3009 | 1.6847 | 0.8574 |
Largest Winning Trade | 1208310 | 1208310 | 57675 | 525019 | 525019 | 100481 |
Largest Losing Trade | -53767 | -36604 | -53767 | -240555 | -150073 | -240555 |
Avg Bars in Trades | 92 | 132 | 54 | 92 | 132 | 54 |
Avg Bars in Winners | 133 | 208 | 58 | 133 | 208 | 58 |
Avg Bars in Losers | 59 | 67 | 51 | 59 | 67 | 51 |
Bars Traded | 6597 | 4630 | 1967 | 6597 | 4630 | 1967 |
Profit Streak | 120.4651 | 0 | 133.2151 | 120.4651 | 0 | 133.2151 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -82408 | 389327 | -580705 | -538675 | -240710 | -582371 |
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{ "first_band": { "type": "sma", "factors": { "length": 207, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 222, "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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