Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 428791.9257 | 336794.7217 | 91997.204 | 89302.9094 | -19152.7003 | 108455.6097 |
Total P&L (%) | 428.7919 | 336.7947 | 91.9972 | 89.3029 | -19.1527 | 108.4556 |
Avg Daily Profit (%) | 0.1978 | 0.1554 | 0.0424 | 0.0294 | -0.0098 | 0.0339 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143412 | -58817 | -117085 | -206915 | -251162 | -170650 |
Profit Factor | 1.8656 | 2.2719 | 1.399 | 1.0839 | 0.9697 | 1.2504 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Profitability (%) | 52.459 | 50 | 54.8387 | 52.459 | 50 | 54.8387 |
Ratio Avg Win / Avg Loss | 1.6907 | 2.2719 | 1.1521 | 0.9823 | 0.9697 | 1.0298 |
Largest Winning Trade | 209741 | 209741 | 60108 | 126803 | 126803 | 126443 |
Largest Losing Trade | -74030 | -47729 | -74030 | -188408 | -188408 | -154291 |
Avg Bars in Trades | 67 | 83 | 50 | 67 | 83 | 50 |
Avg Bars in Winners | 85 | 110 | 63 | 85 | 110 | 63 |
Avg Bars in Losers | 46 | 56 | 35 | 46 | 56 | 35 |
Bars Traded | 4088 | 2513 | 1575 | 4088 | 2513 | 1575 |
Profit Streak | 47.1787 | 0 | 147.1787 | 47.1787 | 0 | 147.1787 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -153978 | 414620 | -133975 | -448561 | -580825 | -146282 |
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{ "first_band": { "type": "swma", "factors": { "length": 62, "offset": 40 } }, "second_band": { "type": "vwma", "factors": { "length": 147, "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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