Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 960422.9686 | 879193.423 | 81229.5456 | 1573849.2762 | 1313259.2547 | 260590.0215 |
Total P&L (%) | 960.423 | 879.1934 | 81.2295 | 1573.8493 | 1313.2593 | 260.59 |
Avg Daily Profit (%) | 0.5219 | 0.4777 | 0.0441 | 0.1532 | 0.144 | 0.0697 |
Buy And Hold Return (%) | 120.1 | 120.1 | 120.1 | 120.1 | 120.1 | 120.1 |
Max Trade Drawdown | -47848 | -41200 | -43093 | -644358 | -446061 | -662420 |
Profit Factor | 4.0936 | 6.895 | 1.5035 | 1.5195 | 2.0019 | 1.1516 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 21 | 12 | 9 | 21 | 12 | 9 |
Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Profitability (%) | 35.5932 | 40 | 31.0345 | 35.5932 | 40 | 31.0345 |
Ratio Avg Win / Avg Loss | 7.4074 | 10.3425 | 3.3412 | 2.7496 | 3.0028 | 2.5592 |
Largest Winning Trade | 801607 | 801607 | 55818 | 630961 | 564182 | 630961 |
Largest Losing Trade | -29840 | -23847 | -29840 | -463780 | -283294 | -463780 |
Avg Bars in Trades | 88 | 83 | 94 | 88 | 83 | 94 |
Avg Bars in Winners | 188 | 152 | 236 | 188 | 152 | 236 |
Avg Bars in Losers | 33 | 36 | 30 | 33 | 36 | 30 |
Bars Traded | 5236 | 2490 | 2746 | 5236 | 2490 | 2746 |
Profit Streak | 97.6192 | 99.9525 | 0 | 97.6192 | 99.9525 | 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 | -166901 | 560290 | -304723 | -174646 | 2184 | -165675 |
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{ "first_band": { "type": "vwma", "factors": { "length": 189, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 10, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 189, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 10, "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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