Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 459827.5132 | 309368.1106 | 150459.4025 | 187090.8868 | 742532.5696 | -555441.6827 |
Total P&L (%) | 459.8275 | 309.3681 | 150.4594 | 187.0909 | 742.5326 | -555.4417 |
Avg Daily Profit (%) | 0.2404 | 0.1617 | 0.0787 | 0.0551 | 0.1115 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137349 | -71939 | -132737 | -1101916 | -348899 | -1191338 |
Profit Factor | 1.3836 | 1.659 | 1.2063 | 1.0427 | 1.503 | 0.8085 |
Total Trades | 218 | 109 | 109 | 218 | 109 | 109 |
Winning Trades | 119 | 62 | 57 | 119 | 62 | 57 |
Losing Trades | 99 | 47 | 52 | 99 | 47 | 52 |
Profitability (%) | 54.5872 | 56.8807 | 52.2936 | 54.5872 | 56.8807 | 52.2936 |
Ratio Avg Win / Avg Loss | 1.1511 | 1.2577 | 1.1005 | 0.8675 | 1.1393 | 0.7376 |
Largest Winning Trade | 44514 | 44514 | 43982 | 339005 | 339005 | 153816 |
Largest Losing Trade | -66823 | -34254 | -66823 | -569017 | -128890 | -569017 |
Avg Bars in Trades | 17 | 13 | 20 | 17 | 13 | 20 |
Avg Bars in Winners | 13 | 11 | 16 | 13 | 11 | 16 |
Avg Bars in Losers | 21 | 17 | 25 | 21 | 17 | 25 |
Bars Traded | 3758 | 1520 | 2238 | 3758 | 1520 | 2238 |
Profit Streak | 15.309 | 26.809 | 0 | 15.309 | 26.809 | 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 | 401684 | 387789 | -88116 | -291863 | -40991 | -580467 |
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{ "first_band": { "type": "vwma", "factors": { "length": 43, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 24, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 43, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 24, "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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