Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 529484.2812 | 383519.7999 | 145964.4813 | 2155289.0645 | 684526.7593 | 1470762.3052 |
Total P&L (%) | 529.4843 | 383.5198 | 145.9645 | 2155.2891 | 684.5268 | 1470.7623 |
Avg Daily Profit (%) | 0.2679 | 0.194 | 0.0738 | 0.1578 | 0.1043 | 0.1394 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85048 | -49491 | -148696 | -411976 | -436468 | -269160 |
Profit Factor | 2.2839 | 3.3758 | 1.5816 | 2.2595 | 1.8624 | 2.603 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 52.0833 | 50 | 54.1667 | 52.0833 | 50 | 54.1667 |
Ratio Avg Win / Avg Loss | 2.1011 | 3.3758 | 1.3382 | 2.0787 | 1.8624 | 2.2025 |
Largest Winning Trade | 122178 | 122178 | 70372 | 600342 | 325922 | 600342 |
Largest Losing Trade | -27708 | -26539 | -27708 | -212336 | -176956 | -212336 |
Avg Bars in Trades | 80 | 70 | 90 | 80 | 70 | 90 |
Avg Bars in Winners | 115 | 99 | 129 | 115 | 99 | 129 |
Avg Bars in Losers | 42 | 40 | 44 | 42 | 40 | 44 |
Bars Traded | 7706 | 3364 | 4342 | 7706 | 3364 | 4342 |
Profit Streak | 0 | 0 | 498.536 | 0 | 0 | 498.536 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 485698 | 508097 | -90958 | 450127 | -49751 | 2233 |
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{ "first_band": { "type": "vwma", "factors": { "length": 14, "offset": 133 } }, "second_band": { "type": "fwma", "factors": { "length": 106, "offset": 10 } } }
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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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