Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 77721.2077 | 38121.2424 | 39599.9653 | 84161.1356 | 37144.3143 | 47016.8212 |
Total P&L (%) | 77.7212 | 38.1212 | 39.6 | 84.1611 | 37.1443 | 47.0168 |
Avg Daily Profit (%) | 0.2984 | 0.1464 | 0.1521 | 0.2348 | 0.1214 | 0.1481 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42872 | -22002 | -36331 | -66743 | -36903 | -53413 |
Profit Factor | 1.3012 | 1.2702 | 1.3385 | 1.2316 | 1.1854 | 1.2884 |
Total Trades | 254 | 127 | 127 | 254 | 127 | 127 |
Winning Trades | 161 | 80 | 81 | 161 | 80 | 81 |
Losing Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Profitability (%) | 63.3858 | 62.9921 | 63.7795 | 63.3858 | 62.9921 | 63.7795 |
Ratio Avg Win / Avg Loss | 0.7516 | 0.7463 | 0.7601 | 0.7114 | 0.6964 | 0.7317 |
Largest Winning Trade | 9579 | 9579 | 7269 | 10193 | 10193 | 9946 |
Largest Losing Trade | -16159 | -16159 | -15030 | -25477 | -20165 | -25477 |
Avg Bars in Trades | 96 | 94 | 98 | 96 | 94 | 98 |
Avg Bars in Winners | 66 | 63 | 69 | 66 | 63 | 69 |
Avg Bars in Losers | 148 | 146 | 149 | 148 | 146 | 149 |
Bars Traded | 24485 | 11961 | 12524 | 24485 | 11961 | 12524 |
Profit Streak | 3.6651 | 3.6651 | 6.2068 | 3.6651 | 3.6651 | 6.2068 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321273 | -2239 | 193027 | 286374 | -52157 | 113520 |
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{ "first_band": { "type": "midprice", "factors": { "length": 35, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 194, "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) |
---|