Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 76322.0176 | 41859.6133 | 34462.4043 | 72216.3242 | 45094.1147 | 27122.2095 |
Total P&L (%) | 76.322 | 41.8596 | 34.4624 | 72.2163 | 45.0941 | 27.1222 |
Avg Daily Profit (%) | 0.2931 | 0.1607 | 0.1323 | 0.209 | 0.143 | 0.0922 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35624 | -44417 | -22423 | -38978 | -51598 | -35427 |
Profit Factor | 1.3419 | 1.3532 | 1.3291 | 1.2534 | 1.3133 | 1.1924 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 86 | 47 | 39 | 86 | 47 | 39 |
Losing Trades | 39 | 16 | 23 | 39 | 16 | 23 |
Profitability (%) | 68.8 | 74.6032 | 62.9032 | 68.8 | 74.6032 | 62.9032 |
Ratio Avg Win / Avg Loss | 0.6085 | 0.4607 | 0.7838 | 0.5684 | 0.4471 | 0.7032 |
Largest Winning Trade | 17377 | 17377 | 7339 | 15597 | 15597 | 10243 |
Largest Losing Trade | -20872 | -20872 | -17165 | -25353 | -22541 | -25353 |
Avg Bars in Trades | 195 | 194 | 197 | 195 | 194 | 197 |
Avg Bars in Winners | 104 | 94 | 117 | 104 | 94 | 117 |
Avg Bars in Losers | 396 | 488 | 332 | 396 | 488 | 332 |
Bars Traded | 24484 | 12262 | 12222 | 24484 | 12262 | 12222 |
Profit Streak | 4.9346 | 8.3929 | 4.9346 | 4.9346 | 8.3929 | 4.9346 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 360451 | -139361 | -173727 | 315109 | -148702 | -237105 |
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{ "first_band": { "type": "vwma", "factors": { "length": 87, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 250, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 87, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 250, "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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