Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1347935.3774 | 1418820.0649 | -70884.6875 | 81782.5672 | 632933.7449 | -551151.1776 |
Total P&L (%) | 1347.9354 | 1418.8201 | -70.8847 | 81.7826 | 632.9337 | -551.1512 |
Avg Daily Profit (%) | 0.7424 | 0.7814 | -0.039 | 0.0329 | 0.1098 | 0 |
Buy And Hold Return (%) | 652.7641 | 652.7641 | 652.7641 | 652.7641 | 652.7641 | 652.7641 |
Max Trade Drawdown | -116801 | -61883 | -125061 | -684345 | -274310 | -589033 |
Profit Factor | 3.24 | 5.5406 | 0.755 | 1.0427 | 1.7056 | 0.4596 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 46.0317 | 45.1613 | 46.875 | 46.0317 | 45.1613 | 46.875 |
Ratio Avg Win / Avg Loss | 3.7986 | 6.7279 | 0.8556 | 1.2224 | 2.071 | 0.5209 |
Largest Winning Trade | 1263855 | 1263855 | 64165 | 742913 | 742913 | 96049 |
Largest Losing Trade | -61119 | -49349 | -61119 | -489988 | -135499 | -489988 |
Avg Bars in Trades | 83 | 125 | 41 | 83 | 125 | 41 |
Avg Bars in Winners | 109 | 178 | 46 | 109 | 178 | 46 |
Avg Bars in Losers | 60 | 82 | 38 | 60 | 82 | 38 |
Bars Traded | 5230 | 3891 | 1339 | 5230 | 3891 | 1339 |
Profit Streak | 0 | 158.5439 | 0 | 0 | 158.5439 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -140132 | 536325 | -582025 | -640830 | -209150 | -582025 |
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{ "first_band": { "type": "sma", "factors": { "length": 169, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 184, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 169, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 184, "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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