Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 120451.9335 | 73197.2151 | 47254.7184 | 186016.3866 | 115322.3777 | 70694.0089 |
Total P&L (%) | 120.4519 | 73.1972 | 47.2547 | 186.0164 | 115.3224 | 70.694 |
Avg Daily Profit (%) | 0.4625 | 0.2811 | 0.1815 | 0.4043 | 0.2949 | 0.2055 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28870 | -28356 | -28555 | -62507 | -53583 | -67625 |
Profit Factor | 1.9899 | 2.5374 | 1.638 | 1.7847 | 2.2943 | 1.4778 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Losing Trades | 20 | 11 | 9 | 20 | 11 | 9 |
Profitability (%) | 74.026 | 71.0526 | 76.9231 | 74.026 | 71.0526 | 76.9231 |
Ratio Avg Win / Avg Loss | 0.6982 | 1.0337 | 0.4914 | 0.6262 | 0.9347 | 0.4433 |
Largest Winning Trade | 16440 | 16440 | 12070 | 24079 | 24079 | 19051 |
Largest Losing Trade | -14423 | -11469 | -14423 | -33386 | -22520 | -33386 |
Avg Bars in Trades | 314 | 308 | 320 | 314 | 308 | 320 |
Avg Bars in Winners | 249 | 237 | 259 | 249 | 237 | 259 |
Avg Bars in Losers | 500 | 480 | 523 | 500 | 480 | 523 |
Bars Traded | 24213 | 11708 | 12505 | 24213 | 11708 | 12505 |
Profit Streak | 17.536 | 29.3902 | 17.536 | 17.536 | 29.3902 | 17.536 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -31884 | 534684 | 338081 | -32777 | 462063 | 372755 |
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{ "first_band": { "type": "sma", "factors": { "length": 201, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 194, "offset": 236 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 201, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 194, "offset": 236 } } }
# | 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) |
---|