Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1604460.5913 | 1744028.8329 | -139568.2416 | -88684.5356 | -66583.1196 | -22101.416 |
Total P&L (%) | 1604.4606 | 1744.0288 | -139.5682 | -88.6845 | -66.5831 | -22.1014 |
Avg Daily Profit (%) | 0.6922 | 0.7524 | -0.0602 | -0.094 | -0.0473 | -0.0108 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -205226 | -200038 | -128718 | -453881 | -408057 | -56673 |
Profit Factor | 2.6729 | 4.0893 | 0.6463 | 0.8999 | 0.8993 | 0.9018 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 46 | 20 | 26 | 46 | 20 | 26 |
Losing Trades | 52 | 29 | 23 | 52 | 29 | 23 |
Profitability (%) | 46.9388 | 40.8163 | 53.0612 | 46.9388 | 40.8163 | 53.0612 |
Ratio Avg Win / Avg Loss | 3.0215 | 5.9294 | 0.5717 | 1.0173 | 1.304 | 0.7977 |
Largest Winning Trade | 1639138 | 1639138 | 69755 | 178554 | 178554 | 62590 |
Largest Losing Trade | -68484 | -68484 | -63843 | -244956 | -244956 | -33289 |
Avg Bars in Trades | 89 | 122 | 55 | 89 | 122 | 55 |
Avg Bars in Winners | 108 | 166 | 64 | 108 | 166 | 64 |
Avg Bars in Losers | 72 | 92 | 46 | 72 | 92 | 46 |
Bars Traded | 8768 | 6025 | 2743 | 8768 | 6025 | 2743 |
Profit Streak | 7.843 | 9.843 | 0 | 7.843 | 9.843 | 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 | 615231 | 614703 | -580284 | -579364 | -581922 | -580284 |
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{ "first_band": { "type": "sma", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 167, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 167, "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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