Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 915264.0169 | 827424.7637 | 87839.2532 | 3042965.5697 | 2027420.5544 | 1015545.0153 |
Total P&L (%) | 915.264 | 827.4248 | 87.8393 | 3042.9656 | 2027.4206 | 1015.545 |
Avg Daily Profit (%) | 0.5042 | 0.4558 | 0.0484 | 0.1901 | 0.1686 | 0.133 |
Buy And Hold Return (%) | 259.0403 | 259.0403 | 259.0403 | 259.0403 | 259.0403 | 259.0403 |
Max Trade Drawdown | -79847 | -82559 | -35500 | -3107878 | -2453739 | -1156764 |
Profit Factor | 3.1241 | 4.6016 | 1.4367 | 1.3534 | 1.4128 | 1.2745 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Losing Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Profitability (%) | 47.4576 | 50 | 44.8276 | 47.4576 | 50 | 44.8276 |
Ratio Avg Win / Avg Loss | 3.4588 | 4.6016 | 1.7682 | 1.4984 | 1.4128 | 1.5687 |
Largest Winning Trade | 415680 | 415680 | 70088 | 2430598 | 2430598 | 1417583 |
Largest Losing Trade | -33973 | -33973 | -26413 | -1136561 | -1136561 | -695899 |
Avg Bars in Trades | 90 | 79 | 102 | 90 | 79 | 102 |
Avg Bars in Winners | 143 | 126 | 162 | 143 | 126 | 162 |
Avg Bars in Losers | 43 | 31 | 54 | 43 | 31 | 54 |
Bars Traded | 5346 | 2370 | 2976 | 5346 | 2370 | 2976 |
Profit Streak | 21.1959 | 42.8625 | 0 | 21.1959 | 42.8625 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -165967 | 550542 | -294104 | -171573 | 325690 | -18439 |
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{ "first_band": { "type": "vwma", "factors": { "length": 78, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 70, "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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