Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 968073.2331 | 1120944.9045 | -152871.6713 | -90413.7043 | 998434.6581 | -1088848.3624 |
Total P&L (%) | 968.0732 | 1120.9449 | -152.8717 | -90.4137 | 998.4347 | -1088.8484 |
Avg Daily Profit (%) | 0.5405 | 0.6259 | -0.0854 | -0.1308 | 0.1339 | 0 |
Buy And Hold Return (%) | 257.2525 | 257.2525 | 257.2525 | 257.2525 | 257.2525 | 257.2525 |
Max Trade Drawdown | -198746 | -178515 | -244720 | -888302 | -231946 | -1146416 |
Profit Factor | 1.7895 | 2.6558 | 0.7217 | 0.9539 | 2.5905 | 0.1827 |
Total Trades | 171 | 86 | 85 | 171 | 86 | 85 |
Winning Trades | 69 | 30 | 39 | 69 | 30 | 39 |
Losing Trades | 102 | 56 | 46 | 102 | 56 | 46 |
Profitability (%) | 40.3509 | 34.8837 | 45.8824 | 40.3509 | 34.8837 | 45.8824 |
Ratio Avg Win / Avg Loss | 2.6453 | 4.9575 | 0.8512 | 1.4101 | 4.8356 | 0.2155 |
Largest Winning Trade | 860259 | 860259 | 32215 | 710095 | 710095 | 45239 |
Largest Losing Trade | -63719 | -55188 | -63719 | -365851 | -122159 | -365851 |
Avg Bars in Trades | 40 | 54 | 26 | 40 | 54 | 26 |
Avg Bars in Winners | 56 | 77 | 39 | 56 | 77 | 39 |
Avg Bars in Losers | 30 | 42 | 15 | 30 | 42 | 15 |
Bars Traded | 6961 | 4713 | 2248 | 6961 | 4713 | 2248 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325894 | 310905 | -582428 | -581968 | -17452 | -582428 |
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{ "first_band": { "type": "vwma", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 145, "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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