Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 256238.7676 | 177920.2313 | 78318.5363 | 597995.4717 | 451666.5637 | 146328.9081 |
Total P&L (%) | 256.2388 | 177.9202 | 78.3185 | 597.9955 | 451.6666 | 146.3289 |
Avg Daily Profit (%) | 0.9839 | 0.6832 | 0.3007 | 0.7489 | 0.6579 | 0.3468 |
Buy And Hold Return (%) | 34.2803 | 34.2803 | 34.2803 | 34.2803 | 34.2803 | 34.2803 |
Max Trade Drawdown | -44503 | -25366 | -30051 | -121704 | -75583 | -112243 |
Profit Factor | 1.663 | 1.9609 | 1.389 | 1.6039 | 1.972 | 1.2784 |
Total Trades | 257 | 129 | 128 | 257 | 129 | 128 |
Winning Trades | 127 | 61 | 66 | 127 | 61 | 66 |
Losing Trades | 130 | 68 | 62 | 130 | 68 | 62 |
Profitability (%) | 49.4163 | 47.2868 | 51.5625 | 49.4163 | 47.2868 | 51.5625 |
Ratio Avg Win / Avg Loss | 1.7023 | 2.1859 | 1.3048 | 1.6417 | 2.1983 | 1.2009 |
Largest Winning Trade | 50695 | 48562 | 50695 | 185328 | 185328 | 172467 |
Largest Losing Trade | -17932 | -8646 | -17932 | -51565 | -29017 | -51565 |
Avg Bars in Trades | 96 | 94 | 97 | 96 | 94 | 97 |
Avg Bars in Winners | 124 | 121 | 127 | 124 | 121 | 127 |
Avg Bars in Losers | 68 | 70 | 66 | 68 | 70 | 66 |
Bars Traded | 24742 | 12212 | 12530 | 24742 | 12212 | 12530 |
Profit Streak | 5.1991 | 11.7408 | 5.1991 | 5.1991 | 11.7408 | 5.1991 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 625903 | 472478 | 123263 | 615328 | 508911 | 221373 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 151, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 64, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 151, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 64, "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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