Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1464647.9439 | 1354414.2993 | 110233.6446 | 12909996.2378 | 15184468.3139 | -2274472.0761 |
Total P&L (%) | 1464.6479 | 1354.4143 | 110.2336 | 12909.9962 | 15184.4683 | -2274.4721 |
Avg Daily Profit (%) | 0.8062 | 0.7455 | 0.0607 | 0.2683 | 0.2772 | 0 |
Buy And Hold Return (%) | 548.2993 | 548.2993 | 548.2993 | 548.2993 | 548.2993 | 548.2993 |
Max Trade Drawdown | -96610 | -71270 | -66329 | -30492374 | -19336863 | -18917607 |
Profit Factor | 3.3408 | 5.9857 | 1.3114 | 1.1409 | 1.3826 | 0.9562 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Losing Trades | 73 | 35 | 38 | 73 | 35 | 38 |
Profitability (%) | 39.6694 | 41.6667 | 37.7049 | 39.6694 | 41.6667 | 37.7049 |
Ratio Avg Win / Avg Loss | 5.0808 | 8.3799 | 2.1666 | 1.7351 | 1.9357 | 1.5798 |
Largest Winning Trade | 761946 | 761946 | 74096 | 16483044 | 16483044 | 11666302 |
Largest Losing Trade | -34341 | -23492 | -34341 | -9120720 | -4991567 | -9120720 |
Avg Bars in Trades | 44 | 41 | 46 | 44 | 41 | 46 |
Avg Bars in Winners | 77 | 68 | 87 | 77 | 68 | 87 |
Avg Bars in Losers | 22 | 22 | 21 | 22 | 22 | 21 |
Bars Traded | 5337 | 2491 | 2846 | 5337 | 2491 | 2846 |
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 | 448536 | -155234 | -443153 | -59504 | -162301 | -744739 |
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{ "first_band": { "type": "swma", "factors": { "length": 63, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 7, "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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