Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 974751.4762 | 887550.1535 | 87201.3227 | 1961786.7356 | 1468820.6319 | 492966.1036 |
Total P&L (%) | 974.7515 | 887.5502 | 87.2013 | 1961.7867 | 1468.8206 | 492.9661 |
Avg Daily Profit (%) | 0.5287 | 0.4814 | 0.0473 | 0.1643 | 0.1494 | 0.0966 |
Buy And Hold Return (%) | 120.4972 | 120.4972 | 120.4972 | 120.4972 | 120.4972 | 120.4972 |
Max Trade Drawdown | -52772 | -39950 | -53128 | -552773 | -419407 | -676912 |
Profit Factor | 4.2045 | 7.5988 | 1.5139 | 1.6713 | 2.2152 | 1.2877 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 20 | 10 | 10 | 20 | 10 | 10 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 32.7869 | 32.2581 | 33.3333 | 32.7869 | 32.2581 | 33.3333 |
Ratio Avg Win / Avg Loss | 8.6193 | 15.9575 | 3.0279 | 3.4262 | 4.652 | 2.5754 |
Largest Winning Trade | 798966 | 798966 | 58040 | 584767 | 584767 | 548355 |
Largest Losing Trade | -27292 | -20796 | -27292 | -338546 | -149437 | -338546 |
Avg Bars in Trades | 114 | 111 | 117 | 114 | 111 | 117 |
Avg Bars in Winners | 273 | 260 | 287 | 273 | 260 | 287 |
Avg Bars in Losers | 37 | 41 | 32 | 37 | 41 | 32 |
Bars Traded | 6998 | 3464 | 3534 | 6998 | 3464 | 3534 |
Profit Streak | 103.0509 | 103.3009 | 0 | 103.0509 | 103.3009 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -154352 | 453320 | -299549 | -161512 | 168354 | -71574 |
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{ "first_band": { "type": "sma", "factors": { "length": 231, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 8, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 231, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 8, "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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