Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1441810.1936 | 1419158.6257 | 22651.5679 | 19072360.7805 | 22182985.3608 | -3110624.5803 |
Total P&L (%) | 1441.8102 | 1419.1586 | 22.6516 | 19072.3608 | 22182.9854 | -3110.6246 |
Avg Daily Profit (%) | 0.7771 | 0.7649 | 0.0122 | 0.2837 | 0.2918 | 0 |
Buy And Hold Return (%) | 6270.5127 | 6270.5127 | 6270.5127 | 6270.5127 | 6270.5127 | 6270.5127 |
Max Trade Drawdown | -99456 | -64704 | -89148 | -7089083 | -2975509 | -6062898 |
Profit Factor | 4.7529 | 9.2256 | 1.107 | 1.8375 | 3.6594 | 0.7845 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Losing Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Profitability (%) | 46.5517 | 51.7241 | 41.3793 | 46.5517 | 51.7241 | 41.3793 |
Ratio Avg Win / Avg Loss | 5.4571 | 8.6106 | 1.5683 | 2.1097 | 3.4155 | 1.1113 |
Largest Winning Trade | 557988 | 557988 | 63086 | 8537707 | 8537707 | 4942855 |
Largest Losing Trade | -46478 | -46478 | -35047 | -4949611 | -2247982 | -4949611 |
Avg Bars in Trades | 89 | 91 | 88 | 89 | 91 | 88 |
Avg Bars in Winners | 139 | 139 | 140 | 139 | 139 | 140 |
Avg Bars in Losers | 46 | 39 | 52 | 46 | 39 | 52 |
Bars Traded | 5213 | 2643 | 2570 | 5213 | 2643 | 2570 |
Profit Streak | 0 | 216.8013 | 0 | 0 | 216.8013 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -326034 | -143240 | -447404 | -171675 | 509197 | -582518 |
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{ "first_band": { "type": "vwma", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 59, "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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