Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1636168.4019 | 1555554.7233 | 80613.6786 | 4858531.7068 | 2142480.6923 | 2716051.0145 |
Total P&L (%) | 1636.1684 | 1555.5547 | 80.6137 | 4858.5317 | 2142.4807 | 2716.051 |
Avg Daily Profit (%) | 0.691 | 0.657 | 0.034 | 0.165 | 0.1314 | 0.1411 |
Buy And Hold Return (%) | 526.2383 | 526.2383 | 526.2383 | 526.2383 | 526.2383 | 526.2383 |
Max Trade Drawdown | -120796 | -118791 | -59886 | -3775196 | -3929932 | -2033898 |
Profit Factor | 4.274 | 6.7821 | 1.3494 | 1.3262 | 1.2331 | 1.4761 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 42.029 | 40 | 44.1176 | 42.029 | 40 | 44.1176 |
Ratio Avg Win / Avg Loss | 5.8952 | 10.1731 | 1.7093 | 1.8292 | 1.8496 | 1.8698 |
Largest Winning Trade | 1188896 | 1188896 | 64426 | 4318409 | 4318409 | 2829133 |
Largest Losing Trade | -30320 | -30320 | -28839 | -1389166 | -1389166 | -1378664 |
Avg Bars in Trades | 100 | 101 | 99 | 100 | 101 | 99 |
Avg Bars in Winners | 147 | 163 | 132 | 147 | 163 | 132 |
Avg Bars in Losers | 67 | 60 | 74 | 67 | 60 | 74 |
Bars Traded | 6962 | 3563 | 3399 | 6962 | 3563 | 3399 |
Profit Streak | 0 | 0 | 83.6841 | 0 | 0 | 83.6841 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -92894 | 483235 | -313436 | -100283 | -22399 | -4985 |
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{ "first_band": { "type": "sma", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 51, "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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