Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 270988.0051 | 29373.841 | 241614.164 | 457706.7113 | 122472.7906 | 335233.9206 |
Total P&L (%) | 270.988 | 29.3738 | 241.6142 | 457.7067 | 122.4728 | 335.2339 |
Avg Daily Profit (%) | 0.2597 | 0.0281 | 0.2315 | 0.1648 | 0.0767 | 0.141 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61070 | -83854 | -35863 | -168288 | -179781 | -119055 |
Profit Factor | 1.8796 | 1.1609 | 2.9249 | 1.6289 | 1.3325 | 1.9328 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 23 | 14 | 9 | 23 | 14 | 9 |
Profitability (%) | 61.0169 | 53.3333 | 68.9655 | 61.0169 | 53.3333 | 68.9655 |
Ratio Avg Win / Avg Loss | 1.2009 | 1.0158 | 1.3162 | 1.0407 | 1.1659 | 0.8697 |
Largest Winning Trade | 37366 | 32048 | 37366 | 101170 | 101170 | 100070 |
Largest Losing Trade | -35863 | -31371 | -35863 | -119055 | -76339 | -119055 |
Avg Bars in Trades | 65 | 39 | 92 | 65 | 39 | 92 |
Avg Bars in Winners | 70 | 39 | 95 | 70 | 39 | 95 |
Avg Bars in Losers | 57 | 39 | 86 | 57 | 39 | 86 |
Bars Traded | 3869 | 1186 | 2684 | 3869 | 1186 | 2684 |
Profit Streak | 24.2859 | 24.2859 | 133.7859 | 24.2859 | 24.2859 | 133.7859 |
Trades During Streak | 4 | 2 | 5 | 4 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -165978 | -200563 | 582641 | -167272 | -88898 | -40 |
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{ "first_band": { "type": "vwma", "factors": { "length": 179, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 96, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 179, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 96, "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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