Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 476955.001 | 332708.9557 | 144246.0453 | 370921.5509 | -796754.9513 | 1167676.5021 |
Total P&L (%) | 476.955 | 332.709 | 144.246 | 370.9216 | -796.755 | 1167.6765 |
Avg Daily Profit (%) | 0.2834 | 0.1977 | 0.0857 | 0.0921 | 0 | 0.151 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -220534 | -105336 | -134778 | -4974592 | -2788256 | -2222662 |
Profit Factor | 1.8534 | 1.9893 | 1.6482 | 1.041 | 0.8584 | 1.3416 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Losing Trades | 49 | 27 | 22 | 49 | 27 | 22 |
Profitability (%) | 47.3118 | 41.3043 | 53.1915 | 47.3118 | 41.3043 | 53.1915 |
Ratio Avg Win / Avg Loss | 2.0641 | 2.8268 | 1.4504 | 1.1593 | 1.2198 | 1.1806 |
Largest Winning Trade | 219459 | 219459 | 50275 | 1372603 | 1372603 | 1347839 |
Largest Losing Trade | -50957 | -32959 | -50957 | -1002246 | -1002246 | -983976 |
Avg Bars in Trades | 212 | 256 | 169 | 212 | 256 | 169 |
Avg Bars in Winners | 275 | 345 | 221 | 275 | 345 | 221 |
Avg Bars in Losers | 156 | 194 | 110 | 156 | 194 | 110 |
Bars Traded | 19789 | 11807 | 7982 | 19789 | 11807 | 7982 |
Profit Streak | 51.9365 | 53.5198 | 51.9365 | 51.9365 | 53.5198 | 51.9365 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 433476 | 326072 | -75477 | -245231 | -581434 | 324547 |
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{ "first_band": { "type": "t3", "factors": { "length": 187, "offset": 0, "a": 0.71409 } }, "second_band": { "type": "vwma", "factors": { "length": 192, "offset": 0 } } }
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# | 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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