Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1387248.6125 | 1326017.0104 | 61231.602 | 3997605.507 | 4174202.3946 | -176596.8876 |
Total P&L (%) | 1387.2486 | 1326.017 | 61.2316 | 3997.6055 | 4174.2024 | -176.5969 |
Avg Daily Profit (%) | 0.7526 | 0.7194 | 0.0332 | 0.2016 | 0.2039 | 0 |
Buy And Hold Return (%) | 568.8475 | 568.8475 | 568.8475 | 568.8475 | 568.8475 | 568.8475 |
Max Trade Drawdown | -93986 | -66713 | -83347 | -2199786 | -1218605 | -1976091 |
Profit Factor | 3.1858 | 6.0397 | 1.1648 | 1.3631 | 2.0088 | 0.9743 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Profitability (%) | 47.4227 | 44.898 | 50 | 47.4227 | 44.898 | 50 |
Ratio Avg Win / Avg Loss | 3.5321 | 7.4124 | 1.1648 | 1.5113 | 2.4654 | 0.9743 |
Largest Winning Trade | 808080 | 808080 | 76838 | 2003244 | 2003244 | 1824953 |
Largest Losing Trade | -57547 | -22430 | -57547 | -1428157 | -598270 | -1428157 |
Avg Bars in Trades | 111 | 104 | 120 | 111 | 104 | 120 |
Avg Bars in Winners | 171 | 160 | 182 | 171 | 160 | 182 |
Avg Bars in Losers | 57 | 58 | 57 | 57 | 58 | 57 |
Bars Traded | 10859 | 5099 | 5760 | 10859 | 5099 | 5760 |
Profit Streak | 33.9797 | 40.1464 | 0 | 33.9797 | 40.1464 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 528601 | 539419 | -353443 | 339493 | 379758 | -580689 |
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{ "first_band": { "type": "vwma", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 76, "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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