Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1485835.4255 | 1423829.3749 | 62006.0506 | 3076205.2695 | 3507603.317 | -431398.0475 |
Total P&L (%) | 1485.8354 | 1423.8294 | 62.0061 | 3076.2053 | 3507.6033 | -431.398 |
Avg Daily Profit (%) | 0.8151 | 0.781 | 0.034 | 0.1899 | 0.1969 | 0 |
Buy And Hold Return (%) | 766.8391 | 766.8391 | 766.8391 | 766.8391 | 766.8391 | 766.8391 |
Max Trade Drawdown | -86281 | -68104 | -66687 | -2210167 | -1452557 | -1987530 |
Profit Factor | 3.2029 | 5.7889 | 1.1644 | 1.2431 | 1.6896 | 0.943 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Losing Trades | 57 | 31 | 26 | 57 | 31 | 26 |
Profitability (%) | 43 | 38 | 48 | 43 | 38 | 48 |
Ratio Avg Win / Avg Loss | 4.2457 | 9.4451 | 1.2614 | 1.6478 | 2.7566 | 1.0216 |
Largest Winning Trade | 925095 | 925095 | 76467 | 2396798 | 2396798 | 1608495 |
Largest Losing Trade | -65383 | -22554 | -65383 | -1361564 | -656317 | -1361564 |
Avg Bars in Trades | 71 | 66 | 76 | 71 | 66 | 76 |
Avg Bars in Winners | 118 | 109 | 124 | 118 | 109 | 124 |
Avg Bars in Losers | 36 | 40 | 32 | 36 | 40 | 32 |
Bars Traded | 7159 | 3326 | 3834 | 7159 | 3326 | 3834 |
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 | 343434 | -171188 | -533758 | 148690 | -175221 | -759944 |
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{ "first_band": { "type": "vwma", "factors": { "length": 76, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 45, "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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