Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1165773.6211 | 1090345.219 | 75428.402 | 2099938.4251 | 914519.4822 | 1185418.9429 |
Total P&L (%) | 1165.7736 | 1090.3452 | 75.4284 | 2099.9384 | 914.5195 | 1185.4189 |
Avg Daily Profit (%) | 0.6193 | 0.5792 | 0.0401 | 0.1643 | 0.1232 | 0.1357 |
Buy And Hold Return (%) | 227.967 | 227.967 | 227.967 | 227.967 | 227.967 | 227.967 |
Max Trade Drawdown | -71235 | -99809 | -54268 | -1826442 | -1329523 | -923897 |
Profit Factor | 3.4496 | 5.0096 | 1.3698 | 1.2977 | 1.2066 | 1.451 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 36 | 13 | 23 | 36 | 13 | 23 |
Losing Trades | 59 | 34 | 25 | 59 | 34 | 25 |
Profitability (%) | 37.8947 | 27.6596 | 47.9167 | 37.8947 | 27.6596 | 47.9167 |
Ratio Avg Win / Avg Loss | 5.6536 | 13.1022 | 1.4889 | 2.1267 | 3.1558 | 1.5771 |
Largest Winning Trade | 794172 | 794172 | 57486 | 1352779 | 1352779 | 706760 |
Largest Losing Trade | -22955 | -22955 | -22451 | -562468 | -562468 | -417724 |
Avg Bars in Trades | 229 | 230 | 228 | 229 | 230 | 228 |
Avg Bars in Winners | 375 | 463 | 325 | 375 | 463 | 325 |
Avg Bars in Losers | 140 | 141 | 138 | 140 | 141 | 138 |
Bars Traded | 21775 | 10825 | 10950 | 21775 | 10825 | 10950 |
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 | 450257 | -457 | -305371 | 160531 | -47779 | -11200 |
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{ "first_band": { "type": "rma", "factors": { "length": 134, "offset": 25 } }, "second_band": { "type": "vwma", "factors": { "length": 199, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 134, "offset": 25 } }, "second_band": { "type": "vwma", "factors": { "length": 199, "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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