Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 442871.9032 | 339448.5335 | 103423.3696 | -315118.7988 | -7509.2239 | -307609.5749 |
Total P&L (%) | 442.8719 | 339.4485 | 103.4234 | -315.1188 | -7.5092 | -307.6096 |
Avg Daily Profit (%) | 0.2342 | 0.1795 | 0.0547 | 0 | -0.0041 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -228353 | -54183 | -231522 | -448046 | -129474 | -377072 |
Profit Factor | 1.8079 | 2.3408 | 1.3506 | 0.506 | 0.9669 | 0.2523 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 41 | 20 | 21 | 25 | 14 | 11 |
Losing Trades | 23 | 12 | 11 | 39 | 18 | 21 |
Profitability (%) | 64.0625 | 62.5 | 65.625 | 39.0625 | 43.75 | 34.375 |
Ratio Avg Win / Avg Loss | 1.0142 | 1.4045 | 0.7074 | 0.7894 | 1.2431 | 0.4816 |
Largest Winning Trade | 115811 | 115811 | 41703 | 61981 | 61981 | 48525 |
Largest Losing Trade | -118000 | -49115 | -118000 | -178205 | -42095 | -178205 |
Avg Bars in Trades | 167 | 201 | 133 | 167 | 201 | 133 |
Avg Bars in Winners | 117 | 155 | 82 | 230 | 254 | 200 |
Avg Bars in Losers | 255 | 277 | 230 | 126 | 159 | 97 |
Bars Traded | 10701 | 6440 | 4261 | 10701 | 6440 | 4261 |
Profit Streak | 82.9866 | 0 | 132.82 | 0 | 162.6533 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -130886 | 445709 | -118589 | -728809 | -580995 | -586886 |
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{ "first_band": { "type": "ema", "factors": { "length": 160, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 119, "offset": 96 } } }
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# | 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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