Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -235040.1644 | 103271.1055 | -338311.2698 | 3669186.2489 | -190421.6372 | 3859607.8861 |
Total P&L (%) | -235.0402 | 103.2711 | -338.3113 | 3669.1862 | -190.4216 | 3859.6079 |
Avg Daily Profit (%) | -0.1299 | 0.0571 | -0.1869 | 0.2008 | 0 | 0.2035 |
Buy And Hold Return (%) | 235.8616 | 235.8616 | 235.8616 | 235.8616 | 235.8616 | 235.8616 |
Max Trade Drawdown | -523987 | -105347 | -580526 | -2182989 | -2182989 | -843688 |
Profit Factor | 0.7245 | 1.5233 | 0.4842 | 1.6765 | 0.9454 | 2.9903 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 66 | 32 | 34 | 64 | 30 | 34 |
Losing Trades | 17 | 10 | 7 | 19 | 12 | 7 |
Profitability (%) | 79.5181 | 76.1905 | 82.9268 | 77.1084 | 71.4286 | 82.9268 |
Ratio Avg Win / Avg Loss | 0.1866 | 0.476 | 0.0997 | 0.4977 | 0.3781 | 0.6156 |
Largest Winning Trade | 51269 | 51269 | 31563 | 1821071 | 495956 | 1821071 |
Largest Losing Trade | -366089 | -64727 | -366089 | -2182989 | -2182989 | -843688 |
Avg Bars in Trades | 59 | 56 | 61 | 59 | 56 | 61 |
Avg Bars in Winners | 25 | 16 | 34 | 26 | 10 | 41 |
Avg Bars in Losers | 187 | 185 | 191 | 167 | 172 | 160 |
Bars Traded | 4902 | 2385 | 2517 | 4902 | 2385 | 2517 |
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 | -577951 | -279275 | -576568 | 394438 | -577956 | 547569 |
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{ "first_band": { "type": "vwma", "factors": { "length": 2, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 59, "offset": 141 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 2, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 59, "offset": 141 } } }
# | 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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