Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1631459.8087 | 1504753.0474 | 126706.7613 | 5617331.4689 | 10033154.7699 | -4415823.301 |
Total P&L (%) | 1631.4598 | 1504.753 | 126.7068 | 5617.3315 | 10033.1548 | -4415.8233 |
Avg Daily Profit (%) | 0.7379 | 0.6806 | 0.0573 | 0.1832 | 0.2091 | 0 |
Buy And Hold Return (%) | 268.3543 | 268.3543 | 268.3543 | 268.3543 | 268.3543 | 268.3543 |
Max Trade Drawdown | -98163 | -58445 | -93842 | -12427161 | -6097764 | -9896134 |
Profit Factor | 4.2569 | 8.9914 | 1.4053 | 1.1252 | 1.6021 | 0.8435 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Profitability (%) | 55.9322 | 55.1724 | 56.6667 | 55.9322 | 55.1724 | 56.6667 |
Ratio Avg Win / Avg Loss | 3.3539 | 7.3055 | 1.0746 | 0.8865 | 1.3017 | 0.645 |
Largest Winning Trade | 1162225 | 1162225 | 71239 | 7652131 | 7652131 | 3857358 |
Largest Losing Trade | -64626 | -33537 | -64626 | -6982713 | -3217121 | -6982713 |
Avg Bars in Trades | 71 | 54 | 88 | 71 | 54 | 88 |
Avg Bars in Winners | 83 | 50 | 114 | 83 | 50 | 114 |
Avg Bars in Losers | 56 | 60 | 53 | 56 | 60 | 53 |
Bars Traded | 4231 | 1590 | 2641 | 4231 | 1590 | 2641 |
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 | -159459 | 732977 | -280630 | -255346 | 383480 | -579961 |
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{ "first_band": { "type": "vwma", "factors": { "length": 111, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 48, "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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