Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 133925.4085 | 363185.3696 | -229259.9612 | -99851.2041 | -35509.0068 | -64342.1973 |
Total P&L (%) | 133.9254 | 363.1854 | -229.26 | -99.8512 | -35.509 | -64.3422 |
Avg Daily Profit (%) | 0.056 | 0.1519 | -0.0959 | -0.272 | -0.0183 | -0.0431 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -426316 | -183185 | -400569 | -318885 | -245930 | -171880 |
Profit Factor | 1.0627 | 1.346 | 0.7889 | 0.8813 | 0.926 | 0.822 |
Total Trades | 345 | 172 | 173 | 345 | 172 | 173 |
Winning Trades | 157 | 79 | 78 | 157 | 79 | 78 |
Losing Trades | 188 | 93 | 95 | 188 | 93 | 95 |
Profitability (%) | 45.5072 | 45.9302 | 45.0867 | 45.5072 | 45.9302 | 45.0867 |
Ratio Avg Win / Avg Loss | 1.2725 | 1.5845 | 0.9608 | 1.0553 | 1.09 | 1.0012 |
Largest Winning Trade | 174835 | 174835 | 41474 | 125397 | 125397 | 46113 |
Largest Losing Trade | -79663 | -64922 | -79663 | -177599 | -177599 | -86109 |
Avg Bars in Trades | 20 | 23 | 17 | 20 | 23 | 17 |
Avg Bars in Winners | 22 | 24 | 20 | 22 | 24 | 20 |
Avg Bars in Losers | 18 | 23 | 14 | 18 | 23 | 14 |
Bars Traded | 7074 | 4072 | 3002 | 7074 | 4072 | 3002 |
Profit Streak | 38.5845 | 38.5845 | 66.5845 | 38.5845 | 38.5845 | 66.5845 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -267787 | 313737 | -580623 | -577239 | -579082 | -578957 |
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{ "first_band": { "type": "vwma", "factors": { "length": 55, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 62, "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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