Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1118537.3073 | 1115317.4657 | 3219.8416 | 1137268.5472 | 1945975.1805 | -808706.6333 |
Total P&L (%) | 1118.5373 | 1115.3175 | 3.2198 | 1137.2685 | 1945.9752 | -808.7066 |
Avg Daily Profit (%) | 0.6123 | 0.6105 | 0.0018 | 0.1378 | 0.1654 | 0 |
Buy And Hold Return (%) | 644.7219 | 644.7219 | 644.7219 | 644.7219 | 644.7219 | 644.7219 |
Max Trade Drawdown | -111641 | -74345 | -73030 | -2647972 | -1787506 | -1387292 |
Profit Factor | 3.1535 | 5.4766 | 1.0119 | 1.1566 | 1.5455 | 0.7812 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 41.6667 | 43.3333 | 40 | 41.6667 | 43.3333 | 40 |
Ratio Avg Win / Avg Loss | 4.4149 | 7.1617 | 1.5179 | 1.6192 | 2.021 | 1.1718 |
Largest Winning Trade | 662227 | 662227 | 75498 | 1697926 | 1697926 | 697017 |
Largest Losing Trade | -31106 | -29680 | -31106 | -669539 | -669539 | -521779 |
Avg Bars in Trades | 115 | 104 | 127 | 115 | 104 | 127 |
Avg Bars in Winners | 198 | 176 | 223 | 198 | 176 | 223 |
Avg Bars in Losers | 56 | 49 | 62 | 56 | 49 | 62 |
Bars Traded | 6940 | 3124 | 3816 | 6940 | 3124 | 3816 |
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 | -168086 | 301018 | -566480 | -241334 | 169267 | -583047 |
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{ "first_band": { "type": "vwma", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 80, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 80, "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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