Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 191061.9418 | 115748.2077 | 75313.7342 | 64345.1644 | -146490.4638 | 210835.6281 |
Total P&L (%) | 191.0619 | 115.7482 | 75.3137 | 64.3452 | -146.4905 | 210.8356 |
Avg Daily Profit (%) | 0.1834 | 0.1111 | 0.0723 | 0.0477 | 0 | 0.1089 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110727 | -76963 | -53010 | -574678 | -481297 | -212039 |
Profit Factor | 1.3065 | 1.3506 | 1.2568 | 1.033 | 0.8759 | 1.2742 |
Total Trades | 271 | 135 | 136 | 271 | 135 | 136 |
Winning Trades | 163 | 84 | 79 | 163 | 84 | 79 |
Losing Trades | 108 | 51 | 57 | 108 | 51 | 57 |
Profitability (%) | 60.1476 | 62.2222 | 58.0882 | 60.1476 | 62.2222 | 58.0882 |
Ratio Avg Win / Avg Loss | 0.8656 | 0.82 | 0.9068 | 0.6844 | 0.5318 | 0.9194 |
Largest Winning Trade | 53517 | 53517 | 32376 | 114363 | 114363 | 75583 |
Largest Losing Trade | -52317 | -52317 | -46924 | -379397 | -379397 | -197132 |
Avg Bars in Trades | 90 | 94 | 87 | 90 | 94 | 87 |
Avg Bars in Winners | 59 | 59 | 60 | 59 | 59 | 60 |
Avg Bars in Losers | 137 | 152 | 124 | 137 | 152 | 124 |
Bars Traded | 24648 | 12782 | 11866 | 24648 | 12782 | 11866 |
Profit Streak | 7.2932 | 30.4598 | 7.2932 | 7.2932 | 30.4598 | 7.2932 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 353371 | -43026 | -96711 | -311580 | -577888 | -47761 |
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{ "first_band": { "type": "t3", "factors": { "length": 19, "offset": 0, "a": 0.70014 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "offset": 232 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 19, "offset": 0, "a": 0.70014 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "offset": 232 } } }
# | 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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