Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2105949.5313 | 1926040.3135 | 179909.2178 | 9198562.6725 | 5183853.1335 | 4014709.539 |
Total P&L (%) | 2105.9495 | 1926.0403 | 179.9092 | 9198.5627 | 5183.8531 | 4014.7095 |
Avg Daily Profit (%) | 0.9092 | 0.8315 | 0.0777 | 0.1959 | 0.1714 | 0.1606 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83244 | -112448 | -85827 | -3156106 | -3618229 | -1851921 |
Profit Factor | 5.0244 | 7.6297 | 1.7729 | 1.6364 | 1.5956 | 1.6982 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 44.9275 | 40 | 50 | 44.9275 | 40 | 50 |
Ratio Avg Win / Avg Loss | 6.1589 | 11.4446 | 1.7729 | 2.0059 | 2.3934 | 1.6982 |
Largest Winning Trade | 1591812 | 1591812 | 79475 | 3823628 | 3409837 | 3823628 |
Largest Losing Trade | -42923 | -42923 | -32368 | -1933162 | -1933162 | -1652451 |
Avg Bars in Trades | 192 | 176 | 209 | 192 | 176 | 209 |
Avg Bars in Winners | 296 | 297 | 295 | 296 | 297 | 295 |
Avg Bars in Losers | 107 | 95 | 122 | 107 | 95 | 122 |
Bars Traded | 13290 | 6176 | 7114 | 13290 | 6176 | 7114 |
Profit Streak | 45.9018 | 45.9018 | 80.9018 | 45.9018 | 45.9018 | 80.9018 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -86188 | 661686 | -85343 | -96161 | 268319 | 412538 |
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{ "first_band": { "type": "vwma", "factors": { "length": 197, "offset": 60 } }, "second_band": { "type": "midpoint", "factors": { "length": 162, "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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