Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 326347.2025 | 230837.3884 | 95509.814 | 976437.1423 | 678031.8793 | 298405.263 |
Total P&L (%) | 326.3472 | 230.8374 | 95.5098 | 976.4371 | 678.0319 | 298.4053 |
Avg Daily Profit (%) | 0.6266 | 0.4432 | 0.1834 | 0.4573 | 0.3947 | 0.2658 |
Buy And Hold Return (%) | 48.4336 | 48.4336 | 48.4336 | 48.4336 | 48.4336 | 48.4336 |
Max Trade Drawdown | -56451 | -40997 | -25561 | -226298 | -161960 | -168397 |
Profit Factor | 1.615 | 1.8586 | 1.3649 | 1.5128 | 1.685 | 1.3263 |
Total Trades | 286 | 143 | 143 | 286 | 143 | 143 |
Winning Trades | 114 | 55 | 59 | 114 | 55 | 59 |
Losing Trades | 172 | 88 | 84 | 172 | 88 | 84 |
Profitability (%) | 39.8601 | 38.4615 | 41.2587 | 39.8601 | 38.4615 | 41.2587 |
Ratio Avg Win / Avg Loss | 2.4367 | 2.9738 | 1.9432 | 2.2824 | 2.696 | 1.8883 |
Largest Winning Trade | 89747 | 89747 | 27515 | 206202 | 206202 | 103653 |
Largest Losing Trade | -11747 | -11747 | -11193 | -52444 | -52444 | -45058 |
Avg Bars in Trades | 86 | 89 | 84 | 86 | 89 | 84 |
Avg Bars in Winners | 126 | 137 | 117 | 126 | 137 | 117 |
Avg Bars in Losers | 60 | 59 | 60 | 60 | 59 | 60 |
Bars Traded | 24839 | 12816 | 12023 | 24839 | 12816 | 12023 |
Profit Streak | 0 | 0 | 15.4452 | 0 | 0 | 15.4452 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 400811 | 232364 | -1077 | 349765 | 275856 | 212664 |
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{ "first_band": { "type": "vwma", "factors": { "length": 125, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 64, "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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