Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 122321.0387 | 59822.9252 | 62498.1134 | 153029.4745 | 100774.9232 | 52254.5513 |
Total P&L (%) | 122.321 | 59.8229 | 62.4981 | 153.0295 | 100.7749 | 52.2546 |
Avg Daily Profit (%) | 0.4697 | 0.2297 | 0.24 | 0.3571 | 0.268 | 0.1616 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45163 | -33221 | -26307 | -59507 | -48640 | -46281 |
Profit Factor | 1.2556 | 1.2395 | 1.273 | 1.2266 | 1.2871 | 1.1611 |
Total Trades | 480 | 240 | 240 | 480 | 240 | 240 |
Winning Trades | 209 | 105 | 104 | 209 | 105 | 104 |
Losing Trades | 271 | 135 | 136 | 271 | 135 | 136 |
Profitability (%) | 43.5417 | 43.75 | 43.3333 | 43.5417 | 43.75 | 43.3333 |
Ratio Avg Win / Avg Loss | 1.628 | 1.5937 | 1.6647 | 1.5904 | 1.6548 | 1.5184 |
Largest Winning Trade | 30545 | 14462 | 30545 | 29482 | 29482 | 26574 |
Largest Losing Trade | -8620 | -7419 | -8620 | -15410 | -11592 | -15410 |
Avg Bars in Trades | 51 | 53 | 49 | 51 | 53 | 49 |
Avg Bars in Winners | 69 | 73 | 66 | 69 | 73 | 66 |
Avg Bars in Losers | 37 | 38 | 36 | 37 | 38 | 36 |
Bars Traded | 24776 | 12838 | 11938 | 24776 | 12838 | 11938 |
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 | 340235 | 176268 | 187382 | 299213 | 222932 | -39393 |
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{ "first_band": { "type": "midprice", "factors": { "length": 85, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 39, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 85, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 39, "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) |
---|