Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 136789.7422 | 71461.8652 | 65327.877 | 156667.7445 | 74401.1797 | 82266.5648 |
Total P&L (%) | 136.7897 | 71.4619 | 65.3279 | 156.6677 | 74.4012 | 82.2666 |
Avg Daily Profit (%) | 0.2626 | 0.1372 | 0.1254 | 0.1811 | 0.1068 | 0.1153 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50009 | -27257 | -45431 | -134169 | -68496 | -115646 |
Profit Factor | 1.2072 | 1.2357 | 1.183 | 1.1291 | 1.1313 | 1.1272 |
Total Trades | 629 | 315 | 314 | 629 | 315 | 314 |
Winning Trades | 270 | 127 | 143 | 270 | 127 | 143 |
Losing Trades | 359 | 188 | 171 | 359 | 188 | 171 |
Profitability (%) | 42.9253 | 40.3175 | 45.5414 | 42.9253 | 40.3175 | 45.5414 |
Ratio Avg Win / Avg Loss | 1.6051 | 1.8292 | 1.4147 | 1.5013 | 1.6747 | 1.3479 |
Largest Winning Trade | 26538 | 21464 | 26538 | 43879 | 43879 | 41118 |
Largest Losing Trade | -11136 | -11136 | -10097 | -32164 | -32164 | -28227 |
Avg Bars in Trades | 39 | 31 | 47 | 39 | 31 | 47 |
Avg Bars in Winners | 55 | 43 | 65 | 55 | 43 | 65 |
Avg Bars in Losers | 27 | 23 | 31 | 27 | 23 | 31 |
Bars Traded | 24771 | 10006 | 14765 | 24771 | 10006 | 14765 |
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 | 315014 | -12303 | -46270 | -69954 | -128546 | -120869 |
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{ "first_band": { "type": "vwma", "factors": { "length": 155, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 130, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 155, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 130, "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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