Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 377651.8617 | 141740.934 | 235910.9276 | 275095.5282 | -323233.2069 | 598328.7352 |
Total P&L (%) | 377.6519 | 141.7409 | 235.9109 | 275.0955 | -323.2332 | 598.3287 |
Avg Daily Profit (%) | 0.2262 | 0.0849 | 0.1413 | 0.0792 | 0 | 0.1165 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126237 | -94061 | -102100 | -500574 | -603607 | -259118 |
Profit Factor | 1.4774 | 1.3227 | 1.6705 | 1.0971 | 0.8117 | 1.5354 |
Total Trades | 157 | 79 | 78 | 157 | 79 | 78 |
Winning Trades | 84 | 38 | 46 | 84 | 38 | 46 |
Losing Trades | 73 | 41 | 32 | 73 | 41 | 32 |
Profitability (%) | 53.5032 | 48.1013 | 58.9744 | 53.5032 | 48.1013 | 58.9744 |
Ratio Avg Win / Avg Loss | 1.2839 | 1.4271 | 1.1621 | 0.9534 | 0.8758 | 1.0681 |
Largest Winning Trade | 59563 | 59563 | 51305 | 151489 | 114688 | 151489 |
Largest Losing Trade | -56679 | -37506 | -56679 | -223965 | -223965 | -215176 |
Avg Bars in Trades | 125 | 106 | 145 | 125 | 106 | 145 |
Avg Bars in Winners | 128 | 101 | 150 | 128 | 101 | 150 |
Avg Bars in Losers | 122 | 111 | 137 | 122 | 111 | 137 |
Bars Traded | 19753 | 8421 | 11332 | 19753 | 8421 | 11332 |
Profit Streak | 24.4818 | 24.4818 | 27.9818 | 24.4818 | 24.4818 | 27.9818 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 407420 | -106547 | -34840 | -200307 | -607930 | -68051 |
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{ "first_band": { "type": "vwma", "factors": { "length": 240, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 242, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 240, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 242, "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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