Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 151647.5609 | 53984.5848 | 97662.9761 | 154691.6342 | 71221.3449 | 83470.2893 |
Total P&L (%) | 151.6476 | 53.9846 | 97.663 | 154.6916 | 71.2213 | 83.4703 |
Avg Daily Profit (%) | 0.2912 | 0.1037 | 0.1875 | 0.1797 | 0.1033 | 0.1166 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67229 | -34608 | -59849 | -92577 | -43660 | -88118 |
Profit Factor | 1.7972 | 1.5379 | 2.0869 | 1.5687 | 1.5638 | 1.5729 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Losing Trades | 25 | 14 | 11 | 25 | 14 | 11 |
Profitability (%) | 68.3544 | 65 | 71.7949 | 68.3544 | 65 | 71.7949 |
Ratio Avg Win / Avg Loss | 0.8321 | 0.8281 | 0.8198 | 0.7263 | 0.8421 | 0.6179 |
Largest Winning Trade | 25610 | 14312 | 25610 | 29062 | 24930 | 29062 |
Largest Losing Trade | -59849 | -28807 | -59849 | -88118 | -22807 | -88118 |
Avg Bars in Trades | 309 | 340 | 277 | 309 | 340 | 277 |
Avg Bars in Winners | 224 | 227 | 221 | 224 | 227 | 221 |
Avg Bars in Losers | 493 | 550 | 420 | 493 | 550 | 420 |
Bars Traded | 24441 | 13614 | 10827 | 24441 | 13614 | 10827 |
Profit Streak | 38.8939 | 38.8939 | 76.2898 | 38.8939 | 38.8939 | 76.2898 |
Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -18650 | -53409 | 446443 | -20175 | -52639 | -33571 |
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{ "first_band": { "type": "vwma", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 179, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 179, "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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