Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 402321.5842 | 390408.4367 | 11913.1476 | 23787.7668 | 699184.7865 | -675397.0197 |
Total P&L (%) | 402.3216 | 390.4084 | 11.9131 | 23.7878 | 699.1848 | -675.397 |
Avg Daily Profit (%) | 0.2103 | 0.2041 | 0.0062 | 0.0112 | 0.1087 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -201342 | -160835 | -101360 | -1730634 | -1567828 | -1302723 |
Profit Factor | 1.1944 | 1.317 | 1.0142 | 1.002 | 1.0995 | 0.8613 |
Total Trades | 743 | 371 | 372 | 743 | 371 | 372 |
Winning Trades | 453 | 219 | 234 | 453 | 219 | 234 |
Losing Trades | 290 | 152 | 138 | 290 | 152 | 138 |
Profitability (%) | 60.969 | 59.0297 | 62.9032 | 60.969 | 59.0297 | 62.9032 |
Ratio Avg Win / Avg Loss | 0.7646 | 0.9141 | 0.5981 | 0.6415 | 0.7631 | 0.5079 |
Largest Winning Trade | 126420 | 126420 | 26691 | 255562 | 255562 | 150830 |
Largest Losing Trade | -37392 | -37392 | -32690 | -445883 | -445883 | -376794 |
Avg Bars in Trades | 7 | 12 | 3 | 7 | 12 | 3 |
Avg Bars in Winners | 5 | 7 | 3 | 5 | 7 | 3 |
Avg Bars in Losers | 11 | 18 | 3 | 11 | 18 | 3 |
Bars Traded | 5723 | 4471 | 1252 | 5723 | 4471 | 1252 |
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 | 193728 | 324332 | -493971 | -396292 | -157409 | -577438 |
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{ "first_band": { "type": "bbl", "factors": { "length": 3, "offset": 0, "std": 1.94841 } }, "second_band": { "type": "vwma", "factors": { "length": 13, "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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