Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1365917.1125 | 1544923.7075 | -179006.595 | -71874.1221 | 359402.3562 | -431276.4783 |
Total P&L (%) | 1365.9171 | 1544.9237 | -179.0066 | -71.8741 | 359.4024 | -431.2765 |
Avg Daily Profit (%) | 0.7486 | 0.8467 | -0.0981 | -0.0695 | 0.0836 | 0 |
Buy And Hold Return (%) | 655.4202 | 655.4202 | 655.4202 | 655.4202 | 655.4202 | 655.4202 |
Max Trade Drawdown | -259606 | -137554 | -218584 | -1047878 | -708427 | -439722 |
Profit Factor | 2.3863 | 4.5012 | 0.671 | 0.9498 | 1.4131 | 0.2315 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 64 | 31 | 33 | 64 | 31 | 33 |
Losing Trades | 74 | 38 | 36 | 74 | 38 | 36 |
Profitability (%) | 46.3768 | 44.9275 | 47.8261 | 46.3768 | 44.9275 | 47.8261 |
Ratio Avg Win / Avg Loss | 2.7592 | 5.5177 | 0.732 | 1.0982 | 1.7322 | 0.2525 |
Largest Winning Trade | 1410163 | 1410163 | 78610 | 989240 | 989240 | 21449 |
Largest Losing Trade | -50511 | -50511 | -47770 | -531497 | -531497 | -181000 |
Avg Bars in Trades | 51 | 45 | 57 | 51 | 45 | 57 |
Avg Bars in Winners | 63 | 54 | 71 | 63 | 54 | 71 |
Avg Bars in Losers | 41 | 38 | 45 | 41 | 38 | 45 |
Bars Traded | 7129 | 3165 | 3964 | 7129 | 3165 | 3964 |
Profit Streak | 0 | 110.8193 | 0 | 0 | 110.8193 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356389 | -86375 | -683581 | -580154 | -347741 | -683581 |
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{ "first_band": { "type": "vwma", "factors": { "length": 120, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 32, "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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