Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 233986.6884 | 175432.4557 | 58554.2327 | 448314.5115 | 320536.1756 | 127778.3359 |
Total P&L (%) | 233.9867 | 175.4325 | 58.5542 | 448.3145 | 320.5362 | 127.7783 |
Avg Daily Profit (%) | 0.4493 | 0.3368 | 0.1124 | 0.3273 | 0.2762 | 0.1582 |
Buy And Hold Return (%) | 55.4009 | 55.4009 | 55.4009 | 55.4009 | 55.4009 | 55.4009 |
Max Trade Drawdown | -70144 | -47780 | -54019 | -123268 | -137915 | -101126 |
Profit Factor | 1.3738 | 1.5659 | 1.1853 | 1.2888 | 1.3916 | 1.1742 |
Total Trades | 369 | 184 | 185 | 369 | 184 | 185 |
Winning Trades | 164 | 85 | 79 | 164 | 85 | 79 |
Losing Trades | 205 | 99 | 106 | 205 | 99 | 106 |
Profitability (%) | 44.4444 | 46.1957 | 42.7027 | 44.4444 | 46.1957 | 42.7027 |
Ratio Avg Win / Avg Loss | 1.7172 | 1.8239 | 1.5903 | 1.611 | 1.6208 | 1.5755 |
Largest Winning Trade | 34340 | 34340 | 16350 | 118130 | 118130 | 57331 |
Largest Losing Trade | -12471 | -12471 | -9603 | -54664 | -54664 | -35627 |
Avg Bars in Trades | 67 | 70 | 64 | 67 | 70 | 64 |
Avg Bars in Winners | 88 | 85 | 90 | 88 | 85 | 90 |
Avg Bars in Losers | 50 | 56 | 44 | 50 | 56 | 44 |
Bars Traded | 24835 | 12916 | 11919 | 24835 | 12916 | 11919 |
Profit Streak | 0 | 3.8481 | 0 | 0 | 3.8481 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308644 | 239284 | -209600 | 325270 | 259784 | -28393 |
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{ "first_band": { "type": "vwma", "factors": { "length": 114, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 79, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 114, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 79, "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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