Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 560935.7108 | 605118.7932 | -44183.0825 | -64652.2093 | 164613.4154 | -229265.6247 |
Total P&L (%) | 560.9357 | 605.1188 | -44.1831 | -64.6522 | 164.6134 | -229.2656 |
Avg Daily Profit (%) | 0.2979 | 0.3214 | -0.0235 | -0.0552 | 0.0517 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -214056 | -173445 | -101921 | -812789 | -452555 | -465524 |
Profit Factor | 1.6885 | 2.2238 | 0.862 | 0.9626 | 1.1655 | 0.6875 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Losing Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Profitability (%) | 44.0945 | 42.8571 | 45.3125 | 44.0945 | 42.8571 | 45.3125 |
Ratio Avg Win / Avg Loss | 2.1408 | 2.965 | 1.0404 | 1.2204 | 1.554 | 0.8297 |
Largest Winning Trade | 665799 | 665799 | 31653 | 358847 | 358847 | 122877 |
Largest Losing Trade | -42211 | -42211 | -36234 | -266312 | -215335 | -266312 |
Avg Bars in Trades | 56 | 98 | 14 | 56 | 98 | 14 |
Avg Bars in Winners | 59 | 101 | 19 | 59 | 101 | 19 |
Avg Bars in Losers | 53 | 95 | 11 | 53 | 95 | 11 |
Bars Traded | 7121 | 6174 | 947 | 7121 | 6174 | 947 |
Profit Streak | 0 | 97.1048 | 0 | 0 | 97.1048 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 364106 | -135070 | -720114 | -581071 | -309581 | -721781 |
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{ "first_band": { "type": "vwma", "factors": { "length": 84, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 37, "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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