Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 515366.3253 | 403311.4977 | 112054.8277 | 212622.1642 | 164756.6549 | 47865.5093 |
Total P&L (%) | 515.3663 | 403.3115 | 112.0548 | 212.6222 | 164.7567 | 47.8655 |
Avg Daily Profit (%) | 0.2384 | 0.1866 | 0.0518 | 0.0527 | 0.0451 | 0.0181 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -184697 | -181441 | -60697 | -1442661 | -1037072 | -672740 |
Profit Factor | 2.1009 | 2.5472 | 1.5401 | 1.0897 | 1.132 | 1.0427 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 39 | 16 | 23 | 39 | 16 | 23 |
Losing Trades | 29 | 18 | 11 | 29 | 18 | 11 |
Profitability (%) | 57.3529 | 47.0588 | 67.6471 | 57.3529 | 47.0588 | 67.6471 |
Ratio Avg Win / Avg Loss | 1.5622 | 2.8656 | 0.7366 | 0.8103 | 1.2735 | 0.4987 |
Largest Winning Trade | 282545 | 282545 | 48550 | 430378 | 430378 | 232611 |
Largest Losing Trade | -60697 | -57517 | -60697 | -652404 | -408115 | -652404 |
Avg Bars in Trades | 182 | 152 | 212 | 182 | 152 | 212 |
Avg Bars in Winners | 220 | 177 | 250 | 220 | 177 | 250 |
Avg Bars in Losers | 131 | 130 | 133 | 131 | 130 | 133 |
Bars Traded | 12412 | 5185 | 7227 | 12412 | 5185 | 7227 |
Profit Streak | 0 | 0 | 143.1303 | 0 | 0 | 143.1303 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -100185 | 403259 | -120178 | -358521 | -209227 | -341825 |
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{ "first_band": { "type": "vwma", "factors": { "length": 78, "offset": 204 } }, "second_band": { "type": "swma", "factors": { "length": 213, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 78, "offset": 204 } }, "second_band": { "type": "swma", "factors": { "length": 213, "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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