Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 139605.2954 | 90266.9965 | 49338.2989 | 214447.538 | 137599.3229 | 76848.2151 |
Total P&L (%) | 139.6053 | 90.267 | 49.3383 | 214.4475 | 137.5993 | 76.8482 |
Avg Daily Profit (%) | 0.5564 | 0.3598 | 0.1966 | 0.4576 | 0.3455 | 0.2275 |
Buy And Hold Return (%) | 22.7131 | 22.7131 | 22.7131 | 22.7131 | 22.7131 | 22.7131 |
Max Trade Drawdown | -37873 | -29976 | -31849 | -90370 | -86207 | -39989 |
Profit Factor | 1.8586 | 2.255 | 1.5442 | 1.634 | 1.8085 | 1.4572 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 67 | 35 | 32 | 67 | 35 | 32 |
Losing Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Profitability (%) | 69.7917 | 72.9167 | 66.6667 | 69.7917 | 72.9167 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.8045 | 0.8376 | 0.7721 | 0.7072 | 0.6717 | 0.7286 |
Largest Winning Trade | 20965 | 20965 | 14540 | 34868 | 34868 | 24106 |
Largest Losing Trade | -31438 | -21091 | -31438 | -83231 | -83231 | -38397 |
Avg Bars in Trades | 244 | 244 | 243 | 244 | 244 | 243 |
Avg Bars in Winners | 171 | 163 | 180 | 171 | 163 | 180 |
Avg Bars in Losers | 411 | 463 | 370 | 411 | 463 | 370 |
Bars Traded | 23455 | 11745 | 11710 | 23455 | 11745 | 11710 |
Profit Streak | 27.5576 | 29.3493 | 0 | 27.5576 | 29.3493 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 470235 | 375469 | 93047 | 444725 | 398289 | 190331 |
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{ "first_band": { "type": "sma", "factors": { "length": 171, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 113, "offset": 208 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 171, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 113, "offset": 208 } } }
# | 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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