Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 154652.4476 | 67188.6806 | 87463.767 | 131637.4497 | 17614.2625 | 114023.1872 |
Total P&L (%) | 154.6524 | 67.1887 | 87.4638 | 131.6375 | 17.6143 | 114.0232 |
Avg Daily Profit (%) | 0.1661 | 0.0722 | 0.0939 | 0.0903 | 0.0174 | 0.0818 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67526 | -60571 | -45022 | -158035 | -145433 | -131972 |
Profit Factor | 1.4463 | 1.4043 | 1.4851 | 1.1685 | 1.048 | 1.2752 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 54 | 22 | 32 | 54 | 22 | 32 |
Losing Trades | 59 | 34 | 25 | 59 | 34 | 25 |
Profitability (%) | 47.7876 | 39.2857 | 56.1404 | 47.7876 | 39.2857 | 56.1404 |
Ratio Avg Win / Avg Loss | 1.5802 | 2.1702 | 1.1602 | 1.2767 | 1.6197 | 0.9962 |
Largest Winning Trade | 60670 | 60670 | 33189 | 91160 | 91160 | 63953 |
Largest Losing Trade | -23407 | -13275 | -23407 | -51663 | -31148 | -51663 |
Avg Bars in Trades | 194 | 179 | 208 | 194 | 179 | 208 |
Avg Bars in Winners | 270 | 260 | 276 | 270 | 260 | 276 |
Avg Bars in Losers | 124 | 126 | 121 | 124 | 126 | 121 |
Bars Traded | 21925 | 10040 | 11885 | 21925 | 10040 | 11885 |
Profit Streak | 22.8789 | 0 | 47.8789 | 22.8789 | 0 | 47.8789 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338664 | -279159 | -244600 | -107594 | -528842 | -263792 |
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{ "first_band": { "type": "midprice", "factors": { "length": 100, "offset": 154 } }, "second_band": { "type": "vwma", "factors": { "length": 81, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 100, "offset": 154 } }, "second_band": { "type": "vwma", "factors": { "length": 81, "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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