Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 124891.0177 | 38006.0864 | 86884.9313 | 147584.8928 | 88868.1641 | 58716.7287 |
Total P&L (%) | 124.891 | 38.0061 | 86.8849 | 147.5849 | 88.8682 | 58.7167 |
Avg Daily Profit (%) | 0.4796 | 0.1459 | 0.3336 | 0.3487 | 0.2445 | 0.1775 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74213 | -61070 | -36738 | -91829 | -44402 | -107495 |
Profit Factor | 1.3742 | 1.2175 | 1.5465 | 1.2732 | 1.3665 | 1.1972 |
Total Trades | 240 | 120 | 120 | 240 | 120 | 120 |
Winning Trades | 109 | 51 | 58 | 109 | 51 | 58 |
Losing Trades | 131 | 69 | 62 | 131 | 69 | 62 |
Profitability (%) | 45.4167 | 42.5 | 48.3333 | 45.4167 | 42.5 | 48.3333 |
Ratio Avg Win / Avg Loss | 1.6516 | 1.6471 | 1.6532 | 1.5302 | 1.8488 | 1.2798 |
Largest Winning Trade | 46581 | 46581 | 20449 | 44199 | 44199 | 37865 |
Largest Losing Trade | -14894 | -13050 | -14894 | -37937 | -24424 | -37937 |
Avg Bars in Trades | 102 | 107 | 97 | 102 | 107 | 97 |
Avg Bars in Winners | 130 | 139 | 123 | 130 | 139 | 123 |
Avg Bars in Losers | 78 | 83 | 72 | 78 | 83 | 72 |
Bars Traded | 24547 | 12881 | 11666 | 24547 | 12881 | 11666 |
Profit Streak | 4.8664 | 0 | 13.4602 | 4.8664 | 0 | 13.4602 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 371824 | -4473 | 386982 | 309349 | 181986 | 85790 |
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{ "first_band": { "type": "vwma", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 186, "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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