Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 519702.5417 | 477573.2419 | 42129.2998 | 271850.8124 | 308266.2643 | -36415.4519 |
Total P&L (%) | 519.7025 | 477.5732 | 42.1293 | 271.8508 | 308.2663 | -36.4155 |
Avg Daily Profit (%) | 0.2768 | 0.2543 | 0.0224 | 0.07 | 0.0749 | -0.0241 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80549 | -79892 | -109188 | -129123 | -109095 | -167303 |
Profit Factor | 1.9089 | 2.8263 | 1.1358 | 1.3134 | 1.8104 | 0.9252 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 40.5797 | 37.1429 | 44.1176 | 40.5797 | 37.1429 | 44.1176 |
Ratio Avg Win / Avg Loss | 2.7951 | 4.783 | 1.4386 | 1.9232 | 3.0638 | 1.172 |
Largest Winning Trade | 279643 | 279643 | 43478 | 220229 | 220229 | 115630 |
Largest Losing Trade | -50383 | -26325 | -50383 | -90988 | -46256 | -90988 |
Avg Bars in Trades | 100 | 84 | 117 | 100 | 84 | 117 |
Avg Bars in Winners | 164 | 146 | 180 | 164 | 146 | 180 |
Avg Bars in Losers | 57 | 48 | 67 | 57 | 48 | 67 |
Bars Traded | 6961 | 2970 | 3991 | 6961 | 2970 | 3991 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -97622 | 304945 | -238416 | -208182 | -94454 | -581416 |
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{ "first_band": { "type": "midprice", "factors": { "length": 138, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 27, "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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