Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 952253.8019 | 856827.7881 | 95426.0138 | 302780.9227 | 196572.5204 | 106208.4022 |
Total P&L (%) | 952.2538 | 856.8278 | 95.426 | 302.7809 | 196.5725 | 106.2084 |
Avg Daily Profit (%) | 0.4009 | 0.3607 | 0.0402 | 0.0587 | 0.0458 | 0.0305 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -200930 | -138215 | -136684 | -591051 | -438916 | -192232 |
Profit Factor | 2.216 | 3.304 | 1.232 | 1.2358 | 1.2808 | 1.1819 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Losing Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Profitability (%) | 47.619 | 47.1698 | 48.0769 | 47.619 | 47.1698 | 48.0769 |
Ratio Avg Win / Avg Loss | 2.4376 | 3.7005 | 1.3306 | 1.3594 | 1.4345 | 1.2765 |
Largest Winning Trade | 624082 | 624082 | 67967 | 405107 | 405107 | 97754 |
Largest Losing Trade | -55512 | -54750 | -55512 | -184785 | -184785 | -142008 |
Avg Bars in Trades | 87 | 77 | 98 | 87 | 77 | 98 |
Avg Bars in Winners | 131 | 120 | 142 | 131 | 120 | 142 |
Avg Bars in Losers | 48 | 38 | 57 | 48 | 38 | 57 |
Bars Traded | 9236 | 4104 | 5132 | 9236 | 4104 | 5132 |
Profit Streak | 40.2462 | 40.2462 | 66.7462 | 40.2462 | 40.2462 | 66.7462 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 515250 | -164879 | -319820 | -114550 | -312415 | -352813 |
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{ "first_band": { "type": "vwma", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 114, "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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