Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 764295.9388 | 659551.0104 | 104744.9284 | 83620.042 | -188801.8217 | 272421.8637 |
Total P&L (%) | 764.2959 | 659.551 | 104.7449 | 83.62 | -188.8018 | 272.4219 |
Avg Daily Profit (%) | 0.5191 | 0.4479 | 0.0711 | 0.0413 | 0 | 0.0893 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -186967 | -180919 | -105853 | -1421994 | -1070521 | -1045412 |
Profit Factor | 1.5803 | 1.8857 | 1.183 | 1.0107 | 0.9561 | 1.0779 |
Total Trades | 303 | 152 | 151 | 303 | 152 | 151 |
Winning Trades | 130 | 56 | 74 | 130 | 56 | 74 |
Losing Trades | 173 | 96 | 77 | 173 | 96 | 77 |
Profitability (%) | 42.9043 | 36.8421 | 49.0066 | 42.9043 | 36.8421 | 49.0066 |
Ratio Avg Win / Avg Loss | 2.103 | 3.2327 | 1.2309 | 1.345 | 1.6391 | 1.1216 |
Largest Winning Trade | 639069 | 639069 | 37029 | 417477 | 417477 | 208546 |
Largest Losing Trade | -37513 | -27691 | -37513 | -592649 | -261124 | -592649 |
Avg Bars in Trades | 57 | 65 | 49 | 57 | 65 | 49 |
Avg Bars in Winners | 74 | 86 | 65 | 74 | 86 | 65 |
Avg Bars in Losers | 44 | 53 | 33 | 44 | 53 | 33 |
Bars Traded | 17439 | 10002 | 7437 | 17439 | 10002 | 7437 |
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 | 449921 | 318980 | -117370 | -347675 | -582876 | -208634 |
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{ "first_band": { "type": "vwma", "factors": { "length": 80, "offset": 31 } }, "second_band": { "type": "midprice", "factors": { "length": 151, "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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