Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 781583.7481 | 792577.8642 | -10994.1161 | -53705.4931 | -295818.2767 | 242112.7836 |
Total P&L (%) | 781.5837 | 792.5779 | -10.9941 | -53.7055 | -295.8183 | 242.1128 |
Avg Daily Profit (%) | 0.3281 | 0.3327 | -0.0046 | -0.0323 | 0 | 0.0516 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -195189 | -151173 | -97031 | -1347753 | -1312517 | -160894 |
Profit Factor | 2.092 | 2.7734 | 0.9591 | 0.9744 | 0.8304 | 1.6856 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Profitability (%) | 46.9136 | 47.5 | 46.3415 | 46.9136 | 47.5 | 46.3415 |
Ratio Avg Win / Avg Loss | 2.3673 | 3.0653 | 1.1105 | 1.1026 | 0.9178 | 1.9518 |
Largest Winning Trade | 504414 | 504414 | 35021 | 855521 | 855521 | 203277 |
Largest Losing Trade | -78525 | -78525 | -48574 | -718721 | -718721 | -48789 |
Avg Bars in Trades | 55 | 83 | 28 | 55 | 83 | 28 |
Avg Bars in Winners | 58 | 81 | 35 | 58 | 81 | 35 |
Avg Bars in Losers | 53 | 85 | 22 | 53 | 85 | 22 |
Bars Traded | 4516 | 3344 | 1172 | 4516 | 3344 | 1172 |
Profit Streak | 98.2591 | 100.7591 | 98.2591 | 98.2591 | 100.7591 | 98.2591 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -3409 | 506901 | -579660 | -595630 | -581161 | -121310 |
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{ "first_band": { "type": "vwma", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 161, "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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