Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2058378.1713 | 2042615.1355 | 15763.0358 | 288368.8978 | 1506395.6075 | -1218026.7097 |
Total P&L (%) | 2058.3782 | 2042.6151 | 15.763 | 288.3689 | 1506.3956 | -1218.0267 |
Avg Daily Profit (%) | 0.931 | 0.9238 | 0.0071 | 0.0614 | 0.1257 | 0 |
Buy And Hold Return (%) | 137.392 | 137.392 | 137.392 | 137.392 | 137.392 | 137.392 |
Max Trade Drawdown | -142521 | -102952 | -160423 | -2790143 | -1169101 | -1647442 |
Profit Factor | 3.826 | 8.5036 | 1.0346 | 1.0405 | 1.6199 | 0.7399 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Losing Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Profitability (%) | 51.4286 | 53.8462 | 49.0566 | 51.4286 | 53.8462 | 49.0566 |
Ratio Avg Win / Avg Loss | 3.6135 | 7.2888 | 1.0743 | 0.9827 | 1.3885 | 0.7683 |
Largest Winning Trade | 1950260 | 1950260 | 56132 | 1315034 | 1315034 | 543451 |
Largest Losing Trade | -73712 | -33229 | -73712 | -1419491 | -310866 | -1419491 |
Avg Bars in Trades | 40 | 29 | 50 | 40 | 29 | 50 |
Avg Bars in Winners | 54 | 36 | 73 | 54 | 36 | 73 |
Avg Bars in Losers | 25 | 21 | 29 | 25 | 21 | 29 |
Bars Traded | 4238 | 1552 | 2686 | 4238 | 1552 | 2686 |
Profit Streak | 0 | 34.4821 | 0 | 0 | 34.4821 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 744415 | -156484 | -712015 | -294320 | -201174 | -761200 |
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{ "first_band": { "type": "vwma", "factors": { "length": 120, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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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