Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 724589.5968 | 400830.6815 | 323758.9153 | 9661967.1334 | -169714.1065 | 9831681.2399 |
Total P&L (%) | 724.5896 | 400.8307 | 323.7589 | 9661.9671 | -169.7141 | 9831.6812 |
Avg Daily Profit (%) | 0.4013 | 0.222 | 0.1793 | 0.2541 | 0 | 0.255 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91152 | -64648 | -62871 | -9687592 | -8697475 | -4728969 |
Profit Factor | 1.7085 | 1.7522 | 1.661 | 1.1956 | 0.9935 | 1.4189 |
Total Trades | 382 | 191 | 191 | 382 | 191 | 191 |
Winning Trades | 145 | 67 | 78 | 145 | 67 | 78 |
Losing Trades | 237 | 124 | 113 | 237 | 124 | 113 |
Profitability (%) | 37.9581 | 35.0785 | 40.8377 | 37.9581 | 35.0785 | 40.8377 |
Ratio Avg Win / Avg Loss | 2.7926 | 3.2429 | 2.4063 | 1.9541 | 1.8386 | 2.0556 |
Largest Winning Trade | 94018 | 94018 | 51171 | 5027253 | 5027253 | 4044004 |
Largest Losing Trade | -19344 | -19344 | -14886 | -1493220 | -1197342 | -1493220 |
Avg Bars in Trades | 8 | 8 | 9 | 8 | 8 | 9 |
Avg Bars in Winners | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Losers | 5 | 4 | 5 | 5 | 4 | 5 |
Bars Traded | 3408 | 1592 | 1816 | 3408 | 1592 | 1816 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 381167 | 217824 | 278984 | 64845 | -583080 | 273193 |
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{ "first_band": { "type": "vwma", "factors": { "length": 10, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 188, "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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