Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1723769.3937 | 1548712.1443 | 175057.2493 | 2370541.8082 | -1388148.953 | 3758690.7613 |
Total P&L (%) | 1723.7694 | 1548.7121 | 175.0572 | 2370.5418 | -1388.149 | 3758.6908 |
Avg Daily Profit (%) | 0.7331 | 0.6586 | 0.0744 | 0.1365 | 0 | 0.1555 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126268 | -64668 | -95358 | -2405869 | -3014966 | -1508038 |
Profit Factor | 4.5519 | 7.1757 | 1.7464 | 1.2588 | 0.7527 | 2.0599 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 28 | 11 | 17 | 28 | 11 | 17 |
Losing Trades | 35 | 21 | 14 | 35 | 21 | 14 |
Profitability (%) | 44.4444 | 34.375 | 54.8387 | 44.4444 | 34.375 | 54.8387 |
Ratio Avg Win / Avg Loss | 5.6899 | 13.6991 | 1.4382 | 1.5735 | 1.437 | 1.6964 |
Largest Winning Trade | 1501631 | 1501631 | 66411 | 1651883 | 1133661 | 1651883 |
Largest Losing Trade | -41837 | -30913 | -41837 | -1323619 | -1323619 | -997993 |
Avg Bars in Trades | 145 | 104 | 188 | 145 | 104 | 188 |
Avg Bars in Winners | 245 | 199 | 275 | 245 | 199 | 275 |
Avg Bars in Losers | 65 | 54 | 81 | 65 | 54 | 81 |
Bars Traded | 9172 | 3338 | 5834 | 9172 | 3338 | 5834 |
Profit Streak | 0 | 0 | 72.155 | 0 | 0 | 72.155 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -133378 | 517571 | -90201 | -162917 | -585220 | 457854 |
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{ "first_band": { "type": "vwma", "factors": { "length": 213, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 48, "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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