Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1279737.004 | 1506533.5434 | -226796.5393 | -99973.8126 | 44097.2494 | -144071.0619 |
Total P&L (%) | 1279.737 | 1506.5335 | -226.7965 | -99.9738 | 44.0972 | -144.0711 |
Avg Daily Profit (%) | 0.7131 | 0.8394 | -0.1264 | -0.4585 | 0.0204 | 0 |
Buy And Hold Return (%) | 413.2641 | 413.2641 | 413.2641 | 413.2641 | 413.2641 | 413.2641 |
Max Trade Drawdown | -307761 | -140580 | -357721 | -78138 | -13052 | -106109 |
Profit Factor | 2.1305 | 3.978 | 0.6378 | 0.3967 | 3.3205 | 0.018 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 58 | 24 | 34 | 58 | 24 | 34 |
Losing Trades | 102 | 56 | 46 | 102 | 56 | 46 |
Profitability (%) | 36.25 | 30 | 42.5 | 36.25 | 30 | 42.5 |
Ratio Avg Win / Avg Loss | 3.7467 | 9.2819 | 0.8629 | 0.6976 | 7.7478 | 0.0243 |
Largest Winning Trade | 1509603 | 1509603 | 50243 | 46599 | 46599 | 2504 |
Largest Losing Trade | -99811 | -37263 | -99811 | -65051 | -12781 | -65051 |
Avg Bars in Trades | 131 | 118 | 145 | 131 | 118 | 145 |
Avg Bars in Winners | 238 | 230 | 244 | 238 | 230 | 244 |
Avg Bars in Losers | 71 | 70 | 72 | 71 | 70 | 72 |
Bars Traded | 21111 | 9468 | 11643 | 21111 | 9468 | 11643 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321871 | -9527 | -603152 | -585286 | -352327 | -602875 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 61, "offset": 152 } }, "second_band": { "type": "vwma", "factors": { "length": 37, "offset": 0 } } }
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# | 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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