Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 467737.3985 | 457238.5689 | 10498.8296 | 128700.8982 | 272249.2147 | -143548.3165 |
Total P&L (%) | 467.7374 | 457.2386 | 10.4988 | 128.7009 | 272.2492 | -143.5483 |
Avg Daily Profit (%) | 0.2506 | 0.245 | 0.0056 | 0.0443 | 0.0704 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -224920 | -81199 | -180292 | -252904 | -76034 | -201229 |
Profit Factor | 1.7989 | 2.6809 | 1.0335 | 1.3103 | 2.8131 | 0.4574 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 44.4444 | 40.625 | 48.3871 | 44.4444 | 40.625 | 48.3871 |
Ratio Avg Win / Avg Loss | 2.2486 | 3.9183 | 1.1024 | 1.6379 | 4.1114 | 0.4879 |
Largest Winning Trade | 236774 | 236774 | 57000 | 177256 | 177256 | 40722 |
Largest Losing Trade | -53447 | -36053 | -53447 | -85060 | -36305 | -85060 |
Avg Bars in Trades | 165 | 144 | 186 | 165 | 144 | 186 |
Avg Bars in Winners | 257 | 247 | 266 | 257 | 247 | 266 |
Avg Bars in Losers | 92 | 75 | 112 | 92 | 75 | 112 |
Bars Traded | 10425 | 4639 | 5786 | 10425 | 4639 | 5786 |
Profit Streak | 319.124 | 356.4573 | 319.124 | 319.124 | 356.4573 | 319.124 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -140585 | 388237 | -518950 | -284492 | -95845 | -580478 |
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{ "first_band": { "type": "vwma", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 122, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 122, "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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