Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2237733.5984 | 80873.9818 | -2318607.5802 | -20871406.3849 | -52716683.164 | 31845276.7791 |
Total P&L (%) | -2237.7336 | 80.874 | -2318.6076 | -20871.4064 | -52716.6832 | 31845.2768 |
Avg Daily Profit (%) | -1.2052 | 0.0436 | -1.2487 | 0 | 0 | 0.3111 |
Buy And Hold Return (%) | 7091.9003 | 7091.9003 | 7091.9003 | 7091.9003 | 7091.9003 | 7091.9003 |
Max Trade Drawdown | -2398437 | -126290 | -2387186 | -78432306 | -63238691 | -29514980 |
Profit Factor | 0.2087 | 1.3771 | 0.1128 | 0.8392 | 0.326 | 1.6172 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 69 | 35 | 34 | 42 | 15 | 27 |
Losing Trades | 25 | 12 | 13 | 52 | 32 | 20 |
Profitability (%) | 73.4043 | 74.4681 | 72.3404 | 44.6809 | 31.9149 | 57.4468 |
Ratio Avg Win / Avg Loss | 0.0756 | 0.4721 | 0.0431 | 1.039 | 0.6954 | 1.1979 |
Largest Winning Trade | 28960 | 28960 | 19818 | 34289737 | 8293210 | 34289737 |
Largest Losing Trade | -1546208 | -62516 | -1546208 | -24404155 | -24404155 | -23758028 |
Avg Bars in Trades | 73 | 70 | 76 | 73 | 70 | 76 |
Avg Bars in Winners | 32 | 37 | 28 | 63 | 59 | 65 |
Avg Bars in Losers | 186 | 168 | 203 | 82 | 75 | 92 |
Bars Traded | 6935 | 3319 | 3616 | 6935 | 3319 | 3616 |
Profit Streak | 39.0485 | 148.5485 | 0 | 0 | 0 | 68.2985 |
Trades During Streak | 1 | 6 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576669 | -296923 | -577800 | -580929 | -587729 | 402006 |
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{ "first_band": { "type": "vwma", "factors": { "length": 14, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 142, "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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