Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 93190.1241 | 67346.1916 | 25843.9325 | 134663.3747 | 96187.3275 | 38476.0472 |
Total P&L (%) | 93.1901 | 67.3462 | 25.8439 | 134.6634 | 96.1873 | 38.476 |
Avg Daily Profit (%) | 1.0735 | 0.7758 | 0.2977 | 0.9874 | 0.7793 | 0.3757 |
Buy And Hold Return (%) | 33.9208 | 33.9208 | 33.9208 | 33.9208 | 33.9208 | 33.9208 |
Max Trade Drawdown | -8465 | -5681 | -7989 | -18192 | -9638 | -15758 |
Profit Factor | 2.5929 | 3.9275 | 1.728 | 2.4454 | 3.7365 | 1.6632 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Losing Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Profitability (%) | 45.4545 | 47.3684 | 43.5897 | 45.4545 | 47.3684 | 43.5897 |
Ratio Avg Win / Avg Loss | 3.1115 | 4.3639 | 2.2363 | 2.9345 | 4.1517 | 2.1524 |
Largest Winning Trade | 20314 | 20314 | 11192 | 26162 | 26162 | 17175 |
Largest Losing Trade | -7343 | -2651 | -7343 | -15758 | -4477 | -15758 |
Avg Bars in Trades | 318 | 347 | 289 | 318 | 347 | 289 |
Avg Bars in Winners | 533 | 570 | 495 | 533 | 570 | 495 |
Avg Bars in Losers | 138 | 146 | 131 | 138 | 146 | 131 |
Bars Traded | 24509 | 13200 | 11308 | 24509 | 13200 | 11308 |
Profit Streak | 0 | 3.8884 | 0 | 0 | 3.8884 | 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 | -35396 | 344225 | -158465 | -34669 | 474515 | -116144 |
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{ "first_band": { "type": "vwma", "factors": { "length": 208, "offset": 206 } }, "second_band": { "type": "swma", "factors": { "length": 39, "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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