Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 164050.1252 | 98556.6637 | 65493.4614 | 200660.0866 | 149010.3554 | 51649.7312 |
Total P&L (%) | 164.0501 | 98.5567 | 65.4935 | 200.6601 | 149.0104 | 51.6497 |
Avg Daily Profit (%) | 1.8898 | 1.1353 | 0.7544 | 1.2761 | 1.0565 | 0.4808 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -32062 | -18075 | -19184 | -32028 | -18120 | -19066 |
Profit Factor | 2.143 | 2.3132 | 1.9564 | 2.4249 | 3.1204 | 1.7321 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Losing Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Profitability (%) | 37.5 | 37.5 | 37.5 | 37.5 | 37.5 | 37.5 |
Ratio Avg Win / Avg Loss | 3.5716 | 3.8553 | 3.2607 | 4.0415 | 5.2006 | 2.8868 |
Largest Winning Trade | 108354 | 108354 | 64818 | 160636 | 160636 | 58302 |
Largest Losing Trade | -5875 | -4533 | -5875 | -8227 | -4531 | -8227 |
Avg Bars in Trades | 140 | 150 | 129 | 140 | 150 | 129 |
Avg Bars in Winners | 219 | 249 | 189 | 219 | 249 | 189 |
Avg Bars in Losers | 93 | 91 | 94 | 93 | 91 | 94 |
Bars Traded | 24716 | 13280 | 11436 | 24716 | 13280 | 11436 |
Profit Streak | 0 | 0.6829 | 0 | 0 | 0.6829 | 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 | 427875 | 263695 | 311360 | 428285 | 317308 | 178362 |
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{ "first_band": { "type": "vwma", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 141, "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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