Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 114383.3605 | 62452.7628 | 51930.5977 | 150822.9411 | 92550.7428 | 58272.1983 |
Total P&L (%) | 114.3834 | 62.4528 | 51.9306 | 150.8229 | 92.5507 | 58.2722 |
Avg Daily Profit (%) | 0.4392 | 0.2398 | 0.1994 | 0.3537 | 0.2519 | 0.1765 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57884 | -30688 | -45440 | -131079 | -74266 | -101841 |
Profit Factor | 1.5455 | 1.6452 | 1.46 | 1.3287 | 1.4287 | 1.2398 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 76 | 39 | 37 | 76 | 39 | 37 |
Losing Trades | 61 | 29 | 32 | 61 | 29 | 32 |
Profitability (%) | 55.4745 | 57.3529 | 53.6232 | 55.4745 | 57.3529 | 53.6232 |
Ratio Avg Win / Avg Loss | 1.2404 | 1.2234 | 1.2627 | 1.0664 | 1.0623 | 1.0723 |
Largest Winning Trade | 23524 | 23524 | 22068 | 43544 | 43544 | 33464 |
Largest Losing Trade | -16543 | -13856 | -16543 | -36692 | -36692 | -32977 |
Avg Bars in Trades | 175 | 175 | 175 | 175 | 175 | 175 |
Avg Bars in Winners | 132 | 124 | 141 | 132 | 124 | 141 |
Avg Bars in Losers | 228 | 243 | 214 | 228 | 243 | 214 |
Bars Traded | 24025 | 11931 | 12094 | 24025 | 11931 | 12094 |
Profit Streak | 3.6803 | 10.8157 | 3.6803 | 3.6803 | 10.8157 | 3.6803 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 391270 | -98630 | -95649 | 317266 | -99157 | -96767 |
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{ "first_band": { "type": "pwma", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 165, "offset": 230 } } }
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# | 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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