Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 463888.0649 | 446500.0037 | 17388.0612 | 135875.5415 | -160204.9082 | 296080.4497 |
Total P&L (%) | 463.8881 | 446.5 | 17.3881 | 135.8755 | -160.2049 | 296.0805 |
Avg Daily Profit (%) | 0.1982 | 0.1907 | 0.0074 | 0.0367 | 0 | 0.0588 |
Buy And Hold Return (%) | 54.6593 | 54.6593 | 54.6593 | 54.6593 | 54.6593 | 54.6593 |
Max Trade Drawdown | -136112 | -108319 | -80690 | -1147113 | -1138369 | -205559 |
Profit Factor | 1.9502 | 2.4862 | 1.0926 | 1.0514 | 0.9246 | 1.5693 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 44.2623 | 41.9355 | 46.6667 | 44.2623 | 41.9355 | 46.6667 |
Ratio Avg Win / Avg Loss | 2.4558 | 3.4424 | 1.2487 | 1.3239 | 1.2802 | 1.7935 |
Largest Winning Trade | 308966 | 308966 | 46961 | 687348 | 687348 | 251694 |
Largest Losing Trade | -46542 | -37691 | -46542 | -439569 | -439569 | -69318 |
Avg Bars in Trades | 70 | 100 | 39 | 70 | 100 | 39 |
Avg Bars in Winners | 94 | 133 | 57 | 94 | 133 | 57 |
Avg Bars in Losers | 51 | 77 | 22 | 51 | 77 | 22 |
Bars Traded | 4298 | 3121 | 1177 | 4298 | 3121 | 1177 |
Profit Streak | 82.5707 | 91.5707 | 0 | 82.5707 | 91.5707 | 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 | -156363 | 347866 | -468682 | -479273 | -581728 | -113944 |
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{ "first_band": { "type": "vwma", "factors": { "length": 230, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 234, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 230, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 234, "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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