Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 211871.2333 | 305046.1241 | -93174.8908 | -217286.9301 | 13265.7142 | -230552.6443 |
Total P&L (%) | 211.8712 | 305.0461 | -93.1749 | -217.2869 | 13.2657 | -230.5526 |
Avg Daily Profit (%) | 0.1123 | 0.1617 | -0.0494 | 0 | 0.0066 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -245308 | -49744 | -277864 | -468848 | -168319 | -479190 |
Profit Factor | 1.1721 | 1.9477 | 0.8975 | 0.8506 | 1.0295 | 0.7704 |
Total Trades | 233 | 117 | 116 | 233 | 117 | 116 |
Winning Trades | 120 | 61 | 59 | 119 | 63 | 56 |
Losing Trades | 113 | 56 | 57 | 114 | 54 | 60 |
Profitability (%) | 51.5021 | 52.1368 | 50.8621 | 51.073 | 53.8462 | 48.2759 |
Ratio Avg Win / Avg Loss | 1.1038 | 1.7881 | 0.8671 | 0.8149 | 0.8824 | 0.8255 |
Largest Winning Trade | 63895 | 55688 | 63895 | 95398 | 44322 | 95398 |
Largest Losing Trade | -175326 | -29970 | -175326 | -238617 | -70450 | -238617 |
Avg Bars in Trades | 95 | 43 | 148 | 95 | 43 | 148 |
Avg Bars in Winners | 100 | 40 | 162 | 85 | 44 | 131 |
Avg Bars in Losers | 90 | 47 | 132 | 106 | 42 | 163 |
Bars Traded | 22299 | 5109 | 17190 | 22299 | 5109 | 17190 |
Profit Streak | 0 | 0 | 10.7547 | 6.7547 | 15.6713 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -72803 | 396968 | -580265 | -578732 | -436234 | -581694 |
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{ "first_band": { "type": "vwma", "factors": { "length": 178, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 147, "offset": 0, "std": 2.87815 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 178, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 147, "offset": 0, "std": 2.87815 } } }
# | 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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