Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 406401.1494 | 339980.2148 | 66420.9347 | 678.9689 | 91138.6245 | -90459.6557 |
Total P&L (%) | 406.4011 | 339.9802 | 66.4209 | 0.679 | 91.1386 | -90.4597 |
Avg Daily Profit (%) | 0.2538 | 0.2123 | 0.0415 | 0.0004 | 0.0405 | -0.1466 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148477 | -164170 | -90711 | -582735 | -395584 | -424388 |
Profit Factor | 1.4613 | 1.7093 | 1.1654 | 1.0003 | 1.0669 | 0.9296 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 87 | 41 | 46 | 87 | 41 | 46 |
Losing Trades | 81 | 43 | 38 | 81 | 43 | 38 |
Profitability (%) | 51.7857 | 48.8095 | 54.7619 | 51.7857 | 48.8095 | 54.7619 |
Ratio Avg Win / Avg Loss | 1.3605 | 1.7927 | 0.9627 | 0.9313 | 1.119 | 0.7679 |
Largest Winning Trade | 296166 | 296166 | 50917 | 147787 | 147787 | 113445 |
Largest Losing Trade | -56301 | -56301 | -52256 | -243260 | -243260 | -197928 |
Avg Bars in Trades | 55 | 72 | 38 | 55 | 72 | 38 |
Avg Bars in Winners | 53 | 68 | 39 | 53 | 68 | 39 |
Avg Bars in Losers | 58 | 75 | 38 | 58 | 75 | 38 |
Bars Traded | 9345 | 6070 | 3275 | 9345 | 6070 | 3275 |
Profit Streak | 0 | 0 | 25.1745 | 0 | 0 | 25.1745 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 369431 | 366236 | -176712 | -578819 | -286564 | -579466 |
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{ "first_band": { "type": "ema", "factors": { "length": 71, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 88, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 71, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 88, "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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