Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 222263.4743 | 134343.6988 | 87919.7755 | 329053.4491 | 154823.6027 | 174229.8464 |
Total P&L (%) | 222.2635 | 134.3437 | 87.9198 | 329.0534 | 154.8236 | 174.2298 |
Avg Daily Profit (%) | 0.2134 | 0.129 | 0.0844 | 0.1399 | 0.0898 | 0.0969 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69755 | -54866 | -54465 | -88913 | -81781 | -70786 |
Profit Factor | 1.3694 | 1.4661 | 1.2804 | 1.3434 | 1.3386 | 1.3478 |
Total Trades | 357 | 178 | 179 | 357 | 178 | 179 |
Winning Trades | 143 | 68 | 75 | 143 | 68 | 75 |
Losing Trades | 214 | 110 | 104 | 214 | 110 | 104 |
Profitability (%) | 40.056 | 38.2022 | 41.8994 | 40.056 | 38.2022 | 41.8994 |
Ratio Avg Win / Avg Loss | 2.0493 | 2.3716 | 1.7756 | 2.0105 | 2.1655 | 1.869 |
Largest Winning Trade | 65752 | 65752 | 33786 | 70519 | 70519 | 42677 |
Largest Losing Trade | -17639 | -17639 | -15310 | -30378 | -30378 | -29001 |
Avg Bars in Trades | 69 | 67 | 71 | 69 | 67 | 71 |
Avg Bars in Winners | 103 | 111 | 95 | 103 | 111 | 95 |
Avg Bars in Losers | 46 | 39 | 54 | 46 | 39 | 54 |
Bars Traded | 24837 | 11950 | 12887 | 24837 | 11950 | 12887 |
Profit Streak | 10.0914 | 21.883 | 10.0914 | 10.0914 | 21.883 | 10.0914 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304418 | -21801 | -81300 | -5693 | -74754 | -64238 |
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{ "first_band": { "type": "vwma", "factors": { "length": 55, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 127, "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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