Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 327552.9335 | 304122.4462 | 23430.4873 | -43166.3276 | 17569.3229 | -60735.6505 |
Total P&L (%) | 327.5529 | 304.1224 | 23.4305 | -43.1663 | 17.5693 | -60.7357 |
Avg Daily Profit (%) | 0.1747 | 0.1622 | 0.0125 | -0.0301 | 0.0086 | -0.0499 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120557 | -52961 | -121709 | -109629 | -52317 | -100072 |
Profit Factor | 1.5992 | 2.2428 | 1.0776 | 0.901 | 1.0983 | 0.7637 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Losing Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Profitability (%) | 47.9592 | 51.0204 | 44.898 | 47.9592 | 51.0204 | 44.898 |
Ratio Avg Win / Avg Loss | 1.7353 | 2.1531 | 1.3225 | 0.9776 | 1.0543 | 0.9373 |
Largest Winning Trade | 240577 | 240577 | 48951 | 34258 | 31817 | 34258 |
Largest Losing Trade | -90219 | -43902 | -90219 | -76184 | -23935 | -76184 |
Avg Bars in Trades | 36 | 25 | 47 | 36 | 25 | 47 |
Avg Bars in Winners | 41 | 31 | 52 | 41 | 31 | 52 |
Avg Bars in Losers | 31 | 19 | 43 | 31 | 19 | 43 |
Bars Traded | 3574 | 1249 | 2326 | 3574 | 1249 | 2326 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356257 | 434646 | -317797 | -581310 | -301739 | -582665 |
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{ "first_band": { "type": "vwma", "factors": { "length": 29, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 69, "offset": 0 } } }
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# | 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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