Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 193376.7975 | 34783.4905 | 158593.307 | 74853.2897 | 11405.2406 | 63448.0492 |
Total P&L (%) | 193.3768 | 34.7835 | 158.5933 | 74.8533 | 11.4052 | 63.448 |
Avg Daily Profit (%) | 0.1877 | 0.0338 | 0.154 | 0.0543 | 0.0105 | 0.0477 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99513 | -85392 | -60126 | -87334 | -89213 | -25240 |
Profit Factor | 1.5677 | 1.1956 | 1.9743 | 1.2893 | 1.0825 | 1.5267 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 24 | 14 | 10 | 24 | 14 | 10 |
Profitability (%) | 60.6557 | 54.8387 | 66.6667 | 60.6557 | 54.8387 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.0169 | 0.9846 | 0.9871 | 0.8363 | 0.8914 | 0.7634 |
Largest Winning Trade | 65087 | 65087 | 40340 | 40301 | 40301 | 30856 |
Largest Losing Trade | -65266 | -42620 | -65266 | -72390 | -48033 | -72390 |
Avg Bars in Trades | 47 | 36 | 58 | 47 | 36 | 58 |
Avg Bars in Winners | 46 | 37 | 52 | 46 | 37 | 52 |
Avg Bars in Losers | 49 | 34 | 70 | 49 | 34 | 70 |
Bars Traded | 2886 | 1124 | 1762 | 2886 | 1124 | 1762 |
Profit Streak | 34.8997 | 174.233 | 0 | 34.8997 | 174.233 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -154840 | -155543 | 371286 | -286177 | -430405 | -127710 |
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{ "first_band": { "type": "vwma", "factors": { "length": 75, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 86, "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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