Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 578991.9895 | 508160.1515 | 70831.838 | 1557665.3497 | 1701210.143 | -143544.7933 |
Total P&L (%) | 578.992 | 508.1602 | 70.8318 | 1557.6654 | 1701.2101 | -143.5448 |
Avg Daily Profit (%) | 0.4101 | 0.3599 | 0.0502 | 0.1991 | 0.205 | 0 |
Buy And Hold Return (%) | 62.027 | 62.027 | 62.027 | 62.027 | 62.027 | 62.027 |
Max Trade Drawdown | -97470 | -67304 | -86655 | -1271352 | -742326 | -912258 |
Profit Factor | 2.4737 | 3.918 | 1.3238 | 1.529 | 2.1203 | 0.8993 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Losing Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Profitability (%) | 45.7627 | 50 | 41.3793 | 45.7627 | 50 | 41.3793 |
Ratio Avg Win / Avg Loss | 2.9318 | 3.918 | 1.8754 | 1.8122 | 2.1203 | 1.274 |
Largest Winning Trade | 216765 | 216765 | 61240 | 1141977 | 1141977 | 295807 |
Largest Losing Trade | -29564 | -28772 | -29564 | -375599 | -375599 | -254046 |
Avg Bars in Trades | 67 | 53 | 82 | 67 | 53 | 82 |
Avg Bars in Winners | 85 | 68 | 106 | 85 | 68 | 106 |
Avg Bars in Losers | 53 | 39 | 65 | 53 | 39 | 65 |
Bars Traded | 4005 | 1617 | 2388 | 4005 | 1617 | 2388 |
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 | -166600 | 588899 | -249603 | -170523 | 434339 | -582518 |
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{ "first_band": { "type": "vwma", "factors": { "length": 106, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 42, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 106, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 42, "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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