Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 354992.381 | 193581.9845 | 161410.3964 | 476619.5748 | 309885.042 | 166734.5328 |
Total P&L (%) | 354.9924 | 193.582 | 161.4104 | 476.6196 | 309.885 | 166.7345 |
Avg Daily Profit (%) | 0.2108 | 0.115 | 0.0959 | 0.1041 | 0.0838 | 0.0583 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109461 | -65752 | -59320 | -1245676 | -740732 | -594449 |
Profit Factor | 1.7445 | 1.7412 | 1.7484 | 1.1535 | 1.1889 | 1.1138 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 46 | 26 | 20 | 46 | 26 | 20 |
Profitability (%) | 47.1264 | 40.9091 | 53.4884 | 47.1264 | 40.9091 | 53.4884 |
Ratio Avg Win / Avg Loss | 1.9572 | 2.5151 | 1.5204 | 1.2941 | 1.7173 | 0.9685 |
Largest Winning Trade | 105061 | 105061 | 53685 | 585192 | 585192 | 255440 |
Largest Losing Trade | -27297 | -25502 | -27297 | -340291 | -313587 | -340291 |
Avg Bars in Trades | 227 | 185 | 269 | 227 | 185 | 269 |
Avg Bars in Winners | 348 | 328 | 364 | 348 | 328 | 364 |
Avg Bars in Losers | 118 | 86 | 161 | 118 | 86 | 161 |
Bars Traded | 19757 | 8148 | 11609 | 19757 | 8148 | 11609 |
Profit Streak | 42.6857 | 42.6857 | 47.1024 | 42.6857 | 42.6857 | 47.1024 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 400424 | -39129 | -60175 | -105619 | -95568 | -210663 |
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{ "first_band": { "type": "vwma", "factors": { "length": 248, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 212, "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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