Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 71218.5057 | 27162.0414 | 44056.4643 | 63201.3808 | 20140.8028 | 43060.578 |
Total P&L (%) | 71.2185 | 27.162 | 44.0565 | 63.2014 | 20.1408 | 43.0606 |
Avg Daily Profit (%) | 0.2735 | 0.1043 | 0.1692 | 0.1883 | 0.0705 | 0.1376 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36172 | -45835 | -26213 | -35874 | -43149 | -38921 |
Profit Factor | 1.3879 | 1.2181 | 1.7457 | 1.3001 | 1.1454 | 1.5971 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Losing Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Profitability (%) | 69.4118 | 69.0476 | 69.7674 | 69.4118 | 69.0476 | 69.7674 |
Ratio Avg Win / Avg Loss | 0.6116 | 0.5461 | 0.7565 | 0.5729 | 0.5135 | 0.6921 |
Largest Winning Trade | 13056 | 13056 | 10634 | 13914 | 13914 | 13190 |
Largest Losing Trade | -22127 | -22127 | -14772 | -30029 | -30029 | -21622 |
Avg Bars in Trades | 279 | 412 | 149 | 279 | 412 | 149 |
Avg Bars in Winners | 188 | 268 | 111 | 188 | 268 | 111 |
Avg Bars in Losers | 486 | 735 | 237 | 486 | 735 | 237 |
Bars Traded | 23761 | 17340 | 6421 | 23761 | 17340 | 6421 |
Profit Streak | 7.3073 | 7.3073 | 56.7032 | 7.3073 | 7.3073 | 56.7032 |
Trades During Streak | 3 | 1 | 8 | 3 | 1 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 374212 | -57386 | 319117 | 312348 | -166073 | -8217 |
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{ "first_band": { "type": "dcl", "factors": { "length": 101, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 135, "offset": 235 } } }
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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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