Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 348573.3659 | 286303.1049 | 62270.2609 | 827033.721 | 741766.1253 | 85267.5957 |
Total P&L (%) | 348.5734 | 286.3031 | 62.2703 | 827.0337 | 741.7661 | 85.2676 |
Avg Daily Profit (%) | 0.2324 | 0.1909 | 0.0415 | 0.1486 | 0.1421 | 0.0411 |
Buy And Hold Return (%) | 67.3481 | 67.3481 | 67.3481 | 67.3481 | 67.3481 | 67.3481 |
Max Trade Drawdown | -49269 | -38490 | -84002 | -244930 | -230705 | -331528 |
Profit Factor | 1.8688 | 2.6595 | 1.2723 | 1.3446 | 1.6701 | 1.066 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Losing Trades | 60 | 28 | 32 | 60 | 28 | 32 |
Profitability (%) | 47.8261 | 50.8772 | 44.8276 | 47.8261 | 50.8772 | 44.8276 |
Ratio Avg Win / Avg Loss | 2.0386 | 2.5678 | 1.5659 | 1.4669 | 1.6125 | 1.312 |
Largest Winning Trade | 73701 | 73701 | 58266 | 248629 | 224879 | 248629 |
Largest Losing Trade | -25497 | -15707 | -25497 | -133123 | -133123 | -128317 |
Avg Bars in Trades | 150 | 159 | 141 | 150 | 159 | 141 |
Avg Bars in Winners | 204 | 215 | 191 | 204 | 215 | 191 |
Avg Bars in Losers | 101 | 101 | 100 | 101 | 101 | 100 |
Bars Traded | 17310 | 9109 | 8201 | 17310 | 9109 | 8201 |
Profit Streak | 634.4915 | 0 | 642.4915 | 634.4915 | 0 | 642.4915 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 369779 | -169324 | -483690 | 219485 | -179670 | -550439 |
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{ "first_band": { "type": "vwma", "factors": { "length": 242, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 203, "offset": 0 } } }
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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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