Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 342568.317 | 404551.4583 | -61983.1413 | -74190.8953 | 30882.2057 | -105073.101 |
Total P&L (%) | 342.5683 | 404.5515 | -61.9831 | -74.1909 | 30.8822 | -105.0731 |
Avg Daily Profit (%) | 0.1422 | 0.1679 | -0.0257 | -0.0562 | 0.0112 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127024 | -101558 | -171515 | -255369 | -143234 | -150974 |
Profit Factor | 1.4166 | 2.306 | 0.8791 | 0.9001 | 1.1092 | 0.7715 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 42.6829 | 41.4634 | 43.9024 | 42.6829 | 41.4634 | 43.9024 |
Ratio Avg Win / Avg Loss | 1.9023 | 3.2555 | 1.1233 | 1.2087 | 1.566 | 0.9858 |
Largest Winning Trade | 254366 | 254366 | 67880 | 100393 | 100393 | 89277 |
Largest Losing Trade | -61594 | -31098 | -61594 | -97645 | -67949 | -97645 |
Avg Bars in Trades | 113 | 88 | 139 | 113 | 88 | 139 |
Avg Bars in Winners | 180 | 132 | 227 | 180 | 132 | 227 |
Avg Bars in Losers | 63 | 56 | 70 | 63 | 56 | 70 |
Bars Traded | 9325 | 3609 | 5716 | 9325 | 3609 | 5716 |
Profit Streak | 0 | 0 | 71.8037 | 0 | 0 | 71.8037 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -12936 | 304326 | -580070 | -590734 | -283488 | -581737 |
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{ "first_band": { "type": "vwma", "factors": { "length": 202, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 125, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 202, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 125, "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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