Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 138374.8787 | 100316.8688 | 38058.0099 | 146410.746 | 135067.3016 | 11343.4443 |
Total P&L (%) | 138.3749 | 100.3169 | 38.058 | 146.4107 | 135.0673 | 11.3434 |
Avg Daily Profit (%) | 0.5314 | 0.3852 | 0.1461 | 0.3469 | 0.3287 | 0.0413 |
Buy And Hold Return (%) | 20.5567 | 20.5567 | 20.5567 | 20.5567 | 20.5567 | 20.5567 |
Max Trade Drawdown | -52882 | -41520 | -43222 | -168494 | -74843 | -130467 |
Profit Factor | 1.6448 | 1.8098 | 1.4196 | 1.2745 | 1.4722 | 1.0458 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Losing Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Profitability (%) | 48.6957 | 48.2759 | 49.1228 | 48.6957 | 48.2759 | 49.1228 |
Ratio Avg Win / Avg Loss | 1.733 | 1.9391 | 1.4703 | 1.3427 | 1.5774 | 1.0832 |
Largest Winning Trade | 75621 | 75621 | 18796 | 91826 | 91826 | 30618 |
Largest Losing Trade | -21966 | -21966 | -7777 | -37291 | -37291 | -24419 |
Avg Bars in Trades | 209 | 213 | 204 | 209 | 213 | 204 |
Avg Bars in Winners | 309 | 300 | 318 | 309 | 300 | 318 |
Avg Bars in Losers | 113 | 133 | 93 | 113 | 133 | 93 |
Bars Traded | 24041 | 12410 | 11631 | 24041 | 12410 | 11631 |
Profit Streak | 9.3552 | 38.7822 | 0 | 9.3552 | 38.7822 | 0 |
Trades During Streak | 1 | 5 | 0 | 1 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 448484 | -169387 | -186808 | 283444 | -169901 | -655448 |
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{ "first_band": { "type": "ema", "factors": { "length": 237, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 145, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 237, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 145, "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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