Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 923154.0362 | 710724.6389 | 212429.3973 | 3014432.8853 | 1773326.5709 | 1241106.3144 |
Total P&L (%) | 923.154 | 710.7246 | 212.4294 | 3014.4329 | 1773.3266 | 1241.1063 |
Avg Daily Profit (%) | 0.5791 | 0.4458 | 0.1333 | 0.2159 | 0.184 | 0.163 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92485 | -68477 | -110427 | -1757826 | -1626742 | -2562083 |
Profit Factor | 2.4704 | 2.7945 | 1.9166 | 1.2591 | 1.2539 | 1.2669 |
Total Trades | 143 | 72 | 71 | 143 | 72 | 71 |
Winning Trades | 60 | 26 | 34 | 60 | 26 | 34 |
Losing Trades | 83 | 46 | 37 | 83 | 46 | 37 |
Profitability (%) | 41.958 | 36.1111 | 47.8873 | 41.958 | 36.1111 | 47.8873 |
Ratio Avg Win / Avg Loss | 3.4174 | 4.9441 | 2.0857 | 1.7417 | 2.2184 | 1.3787 |
Largest Winning Trade | 448896 | 448896 | 61094 | 2346486 | 2346486 | 933221 |
Largest Losing Trade | -40009 | -23450 | -40009 | -1300537 | -636614 | -1300537 |
Avg Bars in Trades | 65 | 57 | 74 | 65 | 57 | 74 |
Avg Bars in Winners | 108 | 93 | 120 | 108 | 93 | 120 |
Avg Bars in Losers | 34 | 36 | 32 | 34 | 36 | 32 |
Bars Traded | 9426 | 4115 | 5311 | 9426 | 4115 | 5311 |
Profit Streak | 0 | 0 | 49.5327 | 0 | 0 | 49.5327 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 476528 | -69387 | -98710 | 229316 | -76045 | -79613 |
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{ "first_band": { "type": "vwma", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 23, "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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