Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 163594.5547 | 84075.7971 | 79518.7577 | 328396.0819 | 167362.3509 | 161033.731 |
Total P&L (%) | 163.5946 | 84.0758 | 79.5188 | 328.3961 | 167.3624 | 161.0337 |
Avg Daily Profit (%) | 0.6282 | 0.3228 | 0.3053 | 0.5602 | 0.3783 | 0.3691 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -21725 | -22461 | -17953 | -47928 | -36880 | -36755 |
Profit Factor | 1.7715 | 1.7905 | 1.7524 | 1.8348 | 1.862 | 1.8082 |
Total Trades | 266 | 133 | 133 | 266 | 133 | 133 |
Winning Trades | 192 | 100 | 92 | 192 | 100 | 92 |
Losing Trades | 74 | 33 | 41 | 74 | 33 | 41 |
Profitability (%) | 72.1805 | 75.188 | 69.1729 | 72.1805 | 75.188 | 69.1729 |
Ratio Avg Win / Avg Loss | 0.6828 | 0.5909 | 0.781 | 0.7072 | 0.6145 | 0.8058 |
Largest Winning Trade | 27744 | 15718 | 27744 | 77959 | 56422 | 77959 |
Largest Losing Trade | -15070 | -15070 | -12632 | -28080 | -21144 | -28080 |
Avg Bars in Trades | 92 | 88 | 96 | 92 | 88 | 96 |
Avg Bars in Winners | 52 | 56 | 48 | 52 | 56 | 48 |
Avg Bars in Losers | 197 | 188 | 205 | 197 | 188 | 205 |
Bars Traded | 24682 | 11822 | 12860 | 24682 | 11822 | 12860 |
Profit Streak | 4.9047 | 4.9047 | 9.2692 | 4.9047 | 4.9047 | 9.2692 |
Trades During Streak | 6 | 3 | 5 | 6 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 588361 | 459243 | 417090 | 571842 | 481289 | 440588 |
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{ "first_band": { "type": "vwma", "factors": { "length": 17, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 242, "offset": 29 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 17, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 242, "offset": 29 } } }
# | 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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