Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1869222.5244 | 1787727.4846 | 81495.0399 | 5313866.5208 | 6608864.6987 | -1294998.1778 |
Total P&L (%) | 1869.2225 | 1787.7275 | 81.495 | 5313.8665 | 6608.8647 | -1294.9982 |
Avg Daily Profit (%) | 1.0302 | 0.9852 | 0.0449 | 0.2202 | 0.2321 | 0 |
Buy And Hold Return (%) | 581.5337 | 581.5337 | 581.5337 | 581.5337 | 581.5337 | 581.5337 |
Max Trade Drawdown | -102379 | -69534 | -77860 | -13543950 | -6914617 | -10622613 |
Profit Factor | 3.6961 | 6.6507 | 1.2162 | 1.1488 | 1.4891 | 0.9417 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 46 | 19 | 27 | 46 | 19 | 27 |
Losing Trades | 76 | 42 | 34 | 76 | 42 | 34 |
Profitability (%) | 37.7049 | 31.1475 | 44.2623 | 37.7049 | 31.1475 | 44.2623 |
Ratio Avg Win / Avg Loss | 6.1067 | 14.7015 | 1.5315 | 1.898 | 3.2918 | 1.1858 |
Largest Winning Trade | 1118334 | 1118334 | 74330 | 7737432 | 7737432 | 4204221 |
Largest Losing Trade | -32450 | -24017 | -32450 | -4243797 | -1625726 | -4243797 |
Avg Bars in Trades | 29 | 26 | 32 | 29 | 26 | 32 |
Avg Bars in Winners | 51 | 49 | 52 | 51 | 49 | 52 |
Avg Bars in Losers | 15 | 15 | 15 | 15 | 15 | 15 |
Bars Traded | 3573 | 1600 | 1973 | 3573 | 1600 | 1973 |
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 | 471742 | -150202 | -461928 | -51741 | -158349 | -743023 |
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{ "first_band": { "type": "vwma", "factors": { "length": 24, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 34, "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) |
---|