Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -382248.9948 | -70106.5228 | -312142.472 | -101248.4818 | 787210.173 | -888458.6547 |
Total P&L (%) | -382.249 | -70.1065 | -312.1425 | -101.2485 | 787.2102 | -888.4587 |
Avg Daily Profit (%) | -0.2568 | -0.0471 | -0.2097 | 0 | 0.1468 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -607180 | -187307 | -440939 | -975813 | -58332 | -1107518 |
Profit Factor | 0.5873 | 0.7888 | 0.4748 | 0.9172 | 8.604 | 0.2067 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 44 | 20 | 24 | 30 | 18 | 12 |
Losing Trades | 26 | 15 | 11 | 40 | 17 | 23 |
Profitability (%) | 62.8571 | 57.1429 | 68.5714 | 42.8571 | 51.4286 | 34.2857 |
Ratio Avg Win / Avg Loss | 0.3471 | 0.5916 | 0.2176 | 1.223 | 8.126 | 0.3961 |
Largest Winning Trade | 35730 | 32418 | 35730 | 570675 | 570675 | 153653 |
Largest Losing Trade | -330017 | -77158 | -330017 | -779484 | -58332 | -779484 |
Avg Bars in Trades | 248 | 313 | 183 | 248 | 313 | 183 |
Avg Bars in Winners | 125 | 129 | 122 | 391 | 479 | 261 |
Avg Bars in Losers | 457 | 558 | 318 | 141 | 138 | 143 |
Bars Traded | 17413 | 10981 | 6432 | 17413 | 10981 | 6432 |
Profit Streak | 48.7618 | 169.0118 | 48.7618 | 0 | 0 | 0 |
Trades During Streak | 4 | 5 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -676125 | -578450 | -577390 | -680666 | 432559 | -586898 |
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{ "first_band": { "type": "vwma", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 171, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 171, "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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