Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1391150.3649 | 1377192.1972 | 13958.1677 | 231270.5087 | 44367.4758 | 186903.0329 |
Total P&L (%) | 1391.1504 | 1377.1922 | 13.9582 | 231.2705 | 44.3675 | 186.903 |
Avg Daily Profit (%) | 0.7529 | 0.7453 | 0.0076 | 0.0648 | 0.0199 | 0.0571 |
Buy And Hold Return (%) | 36.7188 | 36.7188 | 36.7188 | 36.7188 | 36.7188 | 36.7188 |
Max Trade Drawdown | -121952 | -85314 | -67265 | -2063997 | -1331646 | -863709 |
Profit Factor | 2.727 | 4.6438 | 1.0326 | 1.033 | 1.0134 | 1.0506 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Losing Trades | 100 | 52 | 48 | 100 | 52 | 48 |
Profitability (%) | 31.9728 | 29.7297 | 34.2466 | 31.9728 | 29.7297 | 34.2466 |
Ratio Avg Win / Avg Loss | 5.8022 | 10.9763 | 1.9827 | 2.1979 | 2.3953 | 2.0172 |
Largest Winning Trade | 1365521 | 1365521 | 64358 | 924166 | 691158 | 924166 |
Largest Losing Trade | -33700 | -19317 | -33700 | -386027 | -386027 | -325756 |
Avg Bars in Trades | 48 | 42 | 55 | 48 | 42 | 55 |
Avg Bars in Winners | 104 | 89 | 118 | 104 | 89 | 118 |
Avg Bars in Losers | 22 | 21 | 23 | 22 | 21 | 23 |
Bars Traded | 7176 | 3110 | 4066 | 7176 | 3110 | 4066 |
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 | 408417 | -53194 | -610102 | -296516 | -545376 | -359808 |
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{ "first_band": { "type": "vwma", "factors": { "length": 98, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 12, "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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