Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1497302.672 | 1470063.316 | 27239.356 | 13963620.3826 | 12086270.7889 | 1877349.5937 |
Total P&L (%) | 1497.3027 | 1470.0633 | 27.2394 | 13963.6204 | 12086.2708 | 1877.3496 |
Avg Daily Profit (%) | 0.8054 | 0.7908 | 0.0147 | 0.2664 | 0.2587 | 0.1607 |
Buy And Hold Return (%) | 6558.4262 | 6558.4262 | 6558.4262 | 6558.4262 | 6558.4262 | 6558.4262 |
Max Trade Drawdown | -125259 | -70446 | -110142 | -2829134 | -2365460 | -2632669 |
Profit Factor | 4.585 | 9.2442 | 1.1138 | 2.1533 | 3.0394 | 1.3037 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Losing Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Profitability (%) | 52.5424 | 58.6207 | 46.6667 | 52.5424 | 58.6207 | 46.6667 |
Ratio Avg Win / Avg Loss | 4.1413 | 6.5253 | 1.2729 | 1.9449 | 2.1454 | 1.49 |
Largest Winning Trade | 680693 | 680693 | 66494 | 3348086 | 3348086 | 3116907 |
Largest Losing Trade | -55435 | -55435 | -47540 | -2632669 | -2365460 | -2632669 |
Avg Bars in Trades | 60 | 59 | 61 | 60 | 59 | 61 |
Avg Bars in Winners | 87 | 83 | 91 | 87 | 83 | 91 |
Avg Bars in Losers | 31 | 26 | 36 | 31 | 26 | 36 |
Bars Traded | 3594 | 1739 | 1855 | 3594 | 1739 | 1855 |
Profit Streak | 0 | 220.3652 | 0 | 0 | 220.3652 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -324286 | -142125 | -435730 | -172496 | 304043 | -159313 |
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{ "first_band": { "type": "vwma", "factors": { "length": 60, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 55, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 60, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 55, "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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