Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1130347.2384 | 1124824.3243 | 5522.9141 | 1165800.0888 | 1483101.3822 | -317301.2934 |
Total P&L (%) | 1130.3472 | 1124.8243 | 5.5229 | 1165.8001 | 1483.1014 | -317.3013 |
Avg Daily Profit (%) | 0.6224 | 0.6193 | 0.003 | 0.1399 | 0.1522 | 0 |
Buy And Hold Return (%) | 579.4081 | 579.4081 | 579.4081 | 579.4081 | 579.4081 | 579.4081 |
Max Trade Drawdown | -134700 | -79840 | -129151 | -1492195 | -842303 | -772905 |
Profit Factor | 2.9101 | 5.2145 | 1.017 | 1.2978 | 1.8772 | 0.8574 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 44.9275 | 44.1176 | 45.7143 | 44.9275 | 44.1176 | 45.7143 |
Ratio Avg Win / Avg Loss | 3.5672 | 6.605 | 1.2077 | 1.5908 | 2.3778 | 1.0181 |
Largest Winning Trade | 573549 | 573549 | 79406 | 933653 | 933653 | 479650 |
Largest Losing Trade | -57877 | -35059 | -57877 | -492022 | -280810 | -492022 |
Avg Bars in Trades | 102 | 101 | 103 | 102 | 101 | 103 |
Avg Bars in Winners | 161 | 157 | 165 | 161 | 157 | 165 |
Avg Bars in Losers | 54 | 57 | 52 | 54 | 57 | 52 |
Bars Traded | 7090 | 3456 | 3634 | 7090 | 3456 | 3634 |
Profit Streak | 0 | 159.9724 | 0 | 0 | 159.9724 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -98262 | 409365 | -558034 | -119797 | 243624 | -580787 |
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{ "first_band": { "type": "sma", "factors": { "length": 105, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 40, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 105, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 40, "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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