Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 26088.8647 | 41857.9642 | -15769.0995 | 17007.9955 | 38493.7 | -21485.7045 |
Total P&L (%) | 26.0889 | 41.858 | -15.7691 | 17.008 | 38.4937 | -21.4857 |
Avg Daily Profit (%) | 0.3005 | 0.4822 | -0.1817 | 0.1811 | 0.3758 | -0.2783 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -23549 | -11429 | -18669 | -30158 | -10892 | -23225 |
Profit Factor | 1.2504 | 1.9825 | 0.744 | 1.1602 | 1.9046 | 0.6622 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Losing Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Profitability (%) | 44.4444 | 48.8889 | 40 | 44.4444 | 48.8889 | 40 |
Ratio Avg Win / Avg Loss | 1.5629 | 2.0726 | 1.1161 | 1.4503 | 1.9912 | 0.9933 |
Largest Winning Trade | 34933 | 34933 | 5857 | 35146 | 35146 | 5754 |
Largest Losing Trade | -15496 | -6487 | -15496 | -19364 | -8669 | -19364 |
Avg Bars in Trades | 261 | 270 | 253 | 261 | 270 | 253 |
Avg Bars in Winners | 416 | 419 | 412 | 416 | 419 | 412 |
Avg Bars in Losers | 138 | 128 | 146 | 138 | 128 | 146 |
Bars Traded | 23566 | 12179 | 11387 | 23566 | 12179 | 11387 |
Profit Streak | 5.216 | 5.7819 | 0 | 5.216 | 5.7819 | 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 | 99309 | 364707 | -584880 | -48864 | 315811 | -586547 |
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{ "first_band": { "type": "vwma", "factors": { "length": 95, "offset": 228 } }, "second_band": { "type": "midpoint", "factors": { "length": 150, "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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