Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2556830.2456 | 2411320.7535 | 145509.4921 | 6305491.2903 | 9706647.9599 | -3401156.6696 |
Total P&L (%) | 2556.8302 | 2411.3208 | 145.5095 | 6305.4913 | 9706.648 | -3401.1567 |
Avg Daily Profit (%) | 1.4322 | 1.3507 | 0.0815 | 0.2333 | 0.2572 | 0 |
Buy And Hold Return (%) | 318.8667 | 318.8667 | 318.8667 | 318.8667 | 318.8667 | 318.8667 |
Max Trade Drawdown | -178106 | -167354 | -84931 | -16180504 | -8055954 | -12583991 |
Profit Factor | 6.2284 | 8.648 | 1.8375 | 1.177 | 1.5118 | 0.7958 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Losing Trades | 30 | 18 | 12 | 30 | 18 | 12 |
Profitability (%) | 57.1429 | 48.5714 | 65.7143 | 57.1429 | 48.5714 | 65.7143 |
Ratio Avg Win / Avg Loss | 4.6713 | 9.1567 | 0.9587 | 0.8828 | 1.6007 | 0.4152 |
Largest Winning Trade | 1624178 | 1624178 | 41531 | 15616679 | 15616679 | 1907380 |
Largest Losing Trade | -61324 | -50540 | -61324 | -10800969 | -4160936 | -10800969 |
Avg Bars in Trades | 96 | 135 | 56 | 96 | 135 | 56 |
Avg Bars in Winners | 99 | 151 | 61 | 99 | 151 | 61 |
Avg Bars in Losers | 91 | 121 | 46 | 91 | 121 | 46 |
Bars Traded | 6740 | 4758 | 1982 | 6740 | 4758 | 1982 |
Profit Streak | 45.8524 | 0 | 319.8524 | 45.8524 | 0 | 319.8524 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -74773 | 777853 | -245785 | -116176 | 376217 | -577363 |
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{ "first_band": { "type": "vwma", "factors": { "length": 199, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 226, "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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