Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 5332746.6627 | 5490634.463 | -157887.8003 | 10555.1371 | 216023.7105 | -205468.5734 |
Total P&L (%) | 5332.7467 | 5490.6345 | -157.8878 | 10.5551 | 216.0237 | -205.4686 |
Avg Daily Profit (%) | 2.7152 | 2.7956 | -0.0804 | 0.0051 | 0.0586 | 0 |
Buy And Hold Return (%) | 1539.5851 | 1539.5851 | 1539.5851 | 1539.5851 | 1539.5851 | 1539.5851 |
Max Trade Drawdown | -217637 | -80417 | -198893 | -323881 | -123776 | -224165 |
Profit Factor | 9.3801 | 18.5561 | 0.5121 | 1.016 | 1.7467 | 0.4433 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 21 | 12 | 9 | 21 | 12 | 9 |
Losing Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Profitability (%) | 27.6316 | 31.5789 | 23.6842 | 27.6316 | 31.5789 | 23.6842 |
Ratio Avg Win / Avg Loss | 24.5669 | 40.2049 | 1.6501 | 2.661 | 3.7845 | 1.4284 |
Largest Winning Trade | 5625319 | 5625319 | 51181 | 331094 | 331094 | 45255 |
Largest Losing Trade | -39214 | -39214 | -23918 | -63041 | -63041 | -54692 |
Avg Bars in Trades | 74 | 72 | 76 | 74 | 72 | 76 |
Avg Bars in Winners | 181 | 171 | 194 | 181 | 171 | 194 |
Avg Bars in Losers | 33 | 27 | 39 | 33 | 27 | 39 |
Bars Traded | 5669 | 2764 | 2905 | 5669 | 2764 | 2905 |
Profit Streak | 0 | 0 | 552.5816 | 0 | 0 | 552.5816 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -51336 | 492052 | -613017 | -625546 | -284284 | -614128 |
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{ "first_band": { "type": "rma", "factors": { "length": 78, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 14, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 78, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 14, "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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