Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1304014.003 | 1408152.4717 | -104138.4687 | -24197.5826 | 73174.9692 | -97372.5518 |
Total P&L (%) | 1304.014 | 1408.1525 | -104.1385 | -24.1976 | 73.175 | -97.3726 |
Avg Daily Profit (%) | 0.5781 | 0.6243 | -0.0462 | -0.0123 | 0.0243 | -0.1612 |
Buy And Hold Return (%) | 507.2822 | 507.2822 | 507.2822 | 507.2822 | 507.2822 | 507.2822 |
Max Trade Drawdown | -171083 | -82235 | -176112 | -352326 | -271512 | -169495 |
Profit Factor | 2.7299 | 5.4556 | 0.7621 | 0.9771 | 1.1251 | 0.7927 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Profitability (%) | 47.3118 | 45.6522 | 48.9362 | 47.3118 | 45.6522 | 48.9362 |
Ratio Avg Win / Avg Loss | 3.0401 | 6.4948 | 0.7953 | 1.0881 | 1.3394 | 0.8272 |
Largest Winning Trade | 1262498 | 1262498 | 49048 | 172726 | 172726 | 102014 |
Largest Losing Trade | -70623 | -55970 | -70623 | -183730 | -183730 | -106219 |
Avg Bars in Trades | 41 | 52 | 31 | 41 | 52 | 31 |
Avg Bars in Winners | 54 | 60 | 48 | 54 | 60 | 48 |
Avg Bars in Losers | 30 | 44 | 15 | 30 | 44 | 15 |
Bars Traded | 3874 | 2400 | 1474 | 3874 | 2400 | 1474 |
Profit Streak | 95.3895 | 98.3895 | 95.3895 | 95.3895 | 98.3895 | 95.3895 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 473302 | 555326 | -580551 | -578949 | -410069 | -580551 |
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{ "first_band": { "type": "vwma", "factors": { "length": 91, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 135, "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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