Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1628368.66 | 1666005.1678 | -37636.5079 | 145456.1923 | -267036.9258 | 412493.1181 |
Total P&L (%) | 1628.3687 | 1666.0052 | -37.6365 | 145.4562 | -267.0369 | 412.4931 |
Avg Daily Profit (%) | 0.8611 | 0.881 | -0.0199 | 0.0475 | 0 | 0.0865 |
Buy And Hold Return (%) | 282.148 | 282.148 | 282.148 | 282.148 | 282.148 | 282.148 |
Max Trade Drawdown | -140375 | -119383 | -64388 | -1797915 | -1815802 | -463697 |
Profit Factor | 3.6981 | 5.7814 | 0.8525 | 1.0299 | 0.9212 | 1.2788 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 34 | 14 | 20 | 34 | 14 | 20 |
Losing Trades | 50 | 28 | 22 | 50 | 28 | 22 |
Profitability (%) | 40.4762 | 33.3333 | 47.619 | 40.4762 | 33.3333 | 47.619 |
Ratio Avg Win / Avg Loss | 5.4383 | 11.5628 | 0.9377 | 1.5145 | 1.8423 | 1.4067 |
Largest Winning Trade | 1518263 | 1518263 | 51568 | 1082799 | 1082799 | 668577 |
Largest Losing Trade | -43904 | -39647 | -43904 | -515422 | -515422 | -257686 |
Avg Bars in Trades | 65 | 75 | 56 | 65 | 75 | 56 |
Avg Bars in Winners | 93 | 115 | 78 | 93 | 115 | 78 |
Avg Bars in Losers | 46 | 54 | 36 | 46 | 54 | 36 |
Bars Traded | 5527 | 3158 | 2369 | 5527 | 3158 | 2369 |
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 | 567393 | 519692 | -581660 | -485274 | -584438 | -100516 |
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{ "first_band": { "type": "sma", "factors": { "length": 87, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 70, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 87, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 70, "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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