Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 260468.973 | 186511.1167 | 73957.8563 | 479463.6913 | 395712.9346 | 83750.7568 |
Total P&L (%) | 260.469 | 186.5111 | 73.9579 | 479.4637 | 395.7129 | 83.7508 |
Avg Daily Profit (%) | 0.5001 | 0.3581 | 0.142 | 0.3379 | 0.3078 | 0.1169 |
Buy And Hold Return (%) | 36.338 | 36.338 | 36.338 | 36.338 | 36.338 | 36.338 |
Max Trade Drawdown | -63306 | -44246 | -44534 | -367539 | -261415 | -193797 |
Profit Factor | 1.4065 | 1.5701 | 1.2359 | 1.206 | 1.3332 | 1.0735 |
Total Trades | 413 | 206 | 207 | 413 | 206 | 207 |
Winning Trades | 180 | 89 | 91 | 180 | 89 | 91 |
Losing Trades | 233 | 117 | 116 | 233 | 117 | 116 |
Profitability (%) | 43.5835 | 43.2039 | 43.9614 | 43.5835 | 43.2039 | 43.9614 |
Ratio Avg Win / Avg Loss | 1.8207 | 2.064 | 1.5754 | 1.5611 | 1.7526 | 1.3684 |
Largest Winning Trade | 96226 | 96226 | 22704 | 244457 | 244457 | 63618 |
Largest Losing Trade | -12559 | -11659 | -12559 | -56251 | -45680 | -56251 |
Avg Bars in Trades | 60 | 59 | 60 | 60 | 59 | 60 |
Avg Bars in Winners | 77 | 75 | 79 | 77 | 75 | 79 |
Avg Bars in Losers | 46 | 47 | 45 | 46 | 47 | 45 |
Bars Traded | 24814 | 12293 | 12521 | 24814 | 12293 | 12521 |
Profit Streak | 4.7264 | 11.0597 | 4.7264 | 4.7264 | 11.0597 | 4.7264 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 433882 | 340544 | -11253 | 339857 | 317770 | -183449 |
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{ "first_band": { "type": "vwma", "factors": { "length": 21, "offset": 81 } }, "second_band": { "type": "swma", "factors": { "length": 115, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 21, "offset": 81 } }, "second_band": { "type": "swma", "factors": { "length": 115, "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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