Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 58102.3017 | 41405.3667 | 16696.9349 | 37902.5984 | 41865.2856 | -3962.6872 |
Total P&L (%) | 58.1023 | 41.4054 | 16.6969 | 37.9026 | 41.8653 | -3.9627 |
Avg Daily Profit (%) | 0.4183 | 0.2981 | 0.1202 | 0.2316 | 0.2521 | -0.0291 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34394 | -19843 | -43512 | -39070 | -21974 | -55618 |
Profit Factor | 1.3007 | 1.6783 | 1.1263 | 1.1851 | 1.7 | 0.9727 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 76 | 42 | 34 | 76 | 42 | 34 |
Losing Trades | 38 | 15 | 23 | 38 | 15 | 23 |
Profitability (%) | 66.6667 | 73.6842 | 59.6491 | 66.6667 | 73.6842 | 59.6491 |
Ratio Avg Win / Avg Loss | 0.6503 | 0.5994 | 0.7619 | 0.5925 | 0.6071 | 0.658 |
Largest Winning Trade | 11834 | 7492 | 11834 | 10597 | 9612 | 10597 |
Largest Losing Trade | -32939 | -17175 | -32939 | -35200 | -17184 | -35200 |
Avg Bars in Trades | 114 | 40 | 187 | 114 | 40 | 187 |
Avg Bars in Winners | 88 | 38 | 150 | 88 | 38 | 150 |
Avg Bars in Losers | 166 | 47 | 243 | 166 | 47 | 243 |
Bars Traded | 13022 | 2319 | 10703 | 13022 | 2319 | 10703 |
Profit Streak | 134.6198 | 134.6198 | 140.7448 | 134.6198 | 134.6198 | 140.7448 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315247 | -171433 | -304102 | -11498 | -171744 | -759980 |
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{ "first_band": { "type": "dcu", "factors": { "length": 45, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 214, "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) |
---|