Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 736884.454 | 653379.7524 | 83504.7016 | 656165.9878 | 392920.1866 | 263245.8012 |
Total P&L (%) | 736.8845 | 653.3798 | 83.5047 | 656.166 | 392.9202 | 263.2458 |
Avg Daily Profit (%) | 0.3947 | 0.35 | 0.0447 | 0.1084 | 0.0855 | 0.0691 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123577 | -108384 | -58831 | -590872 | -621873 | -230167 |
Profit Factor | 2.3286 | 2.9002 | 1.3962 | 1.3048 | 1.2831 | 1.344 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 49.3827 | 47.5 | 51.2195 | 49.3827 | 47.5 | 51.2195 |
Ratio Avg Win / Avg Loss | 2.3868 | 3.2054 | 1.3297 | 1.3374 | 1.4182 | 1.28 |
Largest Winning Trade | 312097 | 312097 | 47488 | 353206 | 353206 | 207155 |
Largest Losing Trade | -50249 | -47645 | -50249 | -239117 | -239117 | -164983 |
Avg Bars in Trades | 84 | 116 | 53 | 84 | 116 | 53 |
Avg Bars in Winners | 101 | 146 | 60 | 101 | 146 | 60 |
Avg Bars in Losers | 69 | 89 | 47 | 69 | 89 | 47 |
Bars Traded | 6879 | 4667 | 2213 | 6879 | 4667 | 2213 |
Profit Streak | 114.3686 | 235.6186 | 114.3686 | 114.3686 | 235.6186 | 114.3686 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -1423 | 535890 | -131733 | -63257 | -78811 | -99532 |
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{ "first_band": { "type": "bbm", "factors": { "length": 177, "offset": 0, "std": 3.50083 } }, "second_band": { "type": "vwma", "factors": { "length": 158, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 177, "offset": 0, "std": 3.50083 } }, "second_band": { "type": "vwma", "factors": { "length": 158, "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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