Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 970559.2905 | 876537.143 | 94022.1475 | 1809553.5631 | 2896144.8814 | -1086591.3183 |
Total P&L (%) | 970.5593 | 876.5371 | 94.0221 | 1809.5536 | 2896.1449 | -1086.5913 |
Avg Daily Profit (%) | 0.4176 | 0.3772 | 0.0405 | 0.127 | 0.1464 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152599 | -113872 | -164160 | -2974602 | -1799988 | -2999631 |
Profit Factor | 2.2858 | 3.147 | 1.2713 | 1.1738 | 1.5345 | 0.7824 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 54.023 | 54.5455 | 53.4884 | 54.023 | 54.5455 | 53.4884 |
Ratio Avg Win / Avg Loss | 1.9454 | 2.6225 | 1.1055 | 0.999 | 1.2788 | 0.6803 |
Largest Winning Trade | 358773 | 358773 | 80777 | 1771701 | 1771701 | 1038734 |
Largest Losing Trade | -61446 | -44537 | -61446 | -2008681 | -972190 | -2008681 |
Avg Bars in Trades | 96 | 79 | 112 | 96 | 79 | 112 |
Avg Bars in Winners | 104 | 76 | 133 | 104 | 76 | 133 |
Avg Bars in Losers | 86 | 83 | 88 | 86 | 83 | 88 |
Bars Traded | 8367 | 3509 | 4858 | 8367 | 3509 | 4858 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 540121 | 583680 | -138452 | -53326 | 179246 | -580274 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 201, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 65, "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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