Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 684345.819 | 412119.1329 | 272226.6861 | 3081194.8865 | -84403.8076 | 3165598.6941 |
Total P&L (%) | 684.3458 | 412.1191 | 272.2267 | 3081.1949 | -84.4038 | 3165.5987 |
Avg Daily Profit (%) | 0.3761 | 0.2265 | 0.1496 | 0.1903 | -0.1021 | 0.1918 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98956 | -80415 | -55936 | -6307653 | -5349745 | -2131660 |
Profit Factor | 2.0404 | 2.1082 | 1.9521 | 1.1517 | 0.9922 | 1.3335 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 58 | 21 | 37 | 58 | 21 | 37 |
Losing Trades | 100 | 58 | 42 | 100 | 58 | 42 |
Profitability (%) | 36.7089 | 26.5823 | 46.8354 | 36.7089 | 26.5823 | 46.8354 |
Ratio Avg Win / Avg Loss | 3.5179 | 5.8228 | 2.2159 | 1.9856 | 2.7404 | 1.5137 |
Largest Winning Trade | 278288 | 278288 | 74160 | 3212686 | 3212686 | 2118374 |
Largest Losing Trade | -18326 | -17029 | -18326 | -1289022 | -976101 | -1289022 |
Avg Bars in Trades | 135 | 107 | 164 | 135 | 107 | 164 |
Avg Bars in Winners | 251 | 223 | 267 | 251 | 223 | 267 |
Avg Bars in Losers | 69 | 65 | 74 | 69 | 65 | 74 |
Bars Traded | 21487 | 8476 | 13011 | 21487 | 8476 | 13011 |
Profit Streak | 52.4094 | 52.4094 | 52.9927 | 52.4094 | 52.4094 | 52.9927 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 377658 | -37379 | -16804 | -47564 | -627236 | -17835 |
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{ "first_band": { "type": "vwma", "factors": { "length": 199, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 76, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 199, "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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