Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 248108.7943 | 202576.6309 | 45532.1634 | 259012.7721 | 205781.397 | 53231.3751 |
Total P&L (%) | 248.1088 | 202.5766 | 45.5322 | 259.0128 | 205.7814 | 53.2314 |
Avg Daily Profit (%) | 0.4764 | 0.389 | 0.0874 | 0.2457 | 0.2148 | 0.082 |
Buy And Hold Return (%) | 83.1586 | 83.1586 | 83.1586 | 83.1586 | 83.1586 | 83.1586 |
Max Trade Drawdown | -55816 | -31799 | -32204 | -173853 | -77124 | -96729 |
Profit Factor | 1.912 | 2.4225 | 1.3512 | 1.4416 | 1.7464 | 1.1712 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 54 | 25 | 29 | 54 | 25 | 29 |
Losing Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Profitability (%) | 48.6486 | 45.4545 | 51.7857 | 48.6486 | 45.4545 | 51.7857 |
Ratio Avg Win / Avg Loss | 2.0182 | 2.907 | 1.2581 | 1.5217 | 2.0957 | 1.0905 |
Largest Winning Trade | 183688 | 183688 | 25602 | 166762 | 166762 | 48472 |
Largest Losing Trade | -18447 | -15074 | -18447 | -75870 | -38946 | -75870 |
Avg Bars in Trades | 218 | 227 | 209 | 218 | 227 | 209 |
Avg Bars in Winners | 284 | 310 | 261 | 284 | 310 | 261 |
Avg Bars in Losers | 156 | 158 | 153 | 156 | 158 | 153 |
Bars Traded | 24238 | 12517 | 11721 | 24238 | 12517 | 11721 |
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 | 348789 | -172522 | -422017 | 225488 | -175058 | -461830 |
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{ "first_band": { "type": "rma", "factors": { "length": 134, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 244, "offset": 0 } } }
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# | 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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