Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 275259.3451 | 326538.5882 | -51279.2431 | -98653.9591 | 94174.3083 | -192828.2675 |
Total P&L (%) | 275.2593 | 326.5386 | -51.2792 | -98.654 | 94.1743 | -192.8283 |
Avg Daily Profit (%) | 0.1443 | 0.1712 | -0.0269 | -0.2257 | 0.0348 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122495 | -63344 | -217545 | -137034 | -12859 | -208286 |
Profit Factor | 1.3689 | 1.9826 | 0.8761 | 0.6141 | 4.2047 | 0.1477 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 56.25 | 52.5 | 60 | 56.25 | 52.5 | 60 |
Ratio Avg Win / Avg Loss | 1.0647 | 1.7938 | 0.5841 | 0.4776 | 3.8042 | 0.0985 |
Largest Winning Trade | 182052 | 182052 | 62563 | 62132 | 62132 | 13934 |
Largest Losing Trade | -99086 | -43011 | -99086 | -95209 | -11252 | -95209 |
Avg Bars in Trades | 45 | 37 | 52 | 45 | 37 | 52 |
Avg Bars in Winners | 44 | 24 | 61 | 44 | 24 | 61 |
Avg Bars in Losers | 45 | 51 | 39 | 45 | 51 | 39 |
Bars Traded | 3601 | 1503 | 2098 | 3601 | 1503 | 2098 |
Profit Streak | 51.374 | 87.374 | 0 | 51.374 | 87.374 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -22248 | 433889 | -579453 | -603181 | -138279 | -579453 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 114, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 58, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 114, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 58, "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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