Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 529154.6657 | 381845.9651 | 147308.7006 | 1861505.4761 | 614347.7329 | 1247157.7431 |
Total P&L (%) | 529.1547 | 381.846 | 147.3087 | 1861.5055 | 614.3477 | 1247.1577 |
Avg Daily Profit (%) | 0.2678 | 0.1932 | 0.0745 | 0.1507 | 0.0996 | 0.1317 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134724 | -59210 | -174241 | -719394 | -819602 | -627644 |
Profit Factor | 2.3025 | 2.984 | 1.6891 | 1.7714 | 1.3857 | 2.5199 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 49.2308 | 48.4848 | 50 | 49.2308 | 48.4848 | 50 |
Ratio Avg Win / Avg Loss | 2.3745 | 3.1705 | 1.6891 | 1.8267 | 1.4723 | 2.5199 |
Largest Winning Trade | 116092 | 116092 | 73307 | 648633 | 648633 | 601911 |
Largest Losing Trade | -44129 | -35480 | -44129 | -719394 | -719394 | -269826 |
Avg Bars in Trades | 178 | 123 | 234 | 178 | 123 | 234 |
Avg Bars in Winners | 263 | 172 | 354 | 263 | 172 | 354 |
Avg Bars in Losers | 94 | 77 | 113 | 94 | 77 | 113 |
Bars Traded | 11571 | 4078 | 7493 | 11571 | 4078 | 7493 |
Profit Streak | 0 | 0 | 674.226 | 0 | 0 | 674.226 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -123297 | 455342 | -88908 | -125323 | -59657 | -10693 |
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{ "first_band": { "type": "vwma", "factors": { "length": 156, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 179, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 156, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 179, "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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