Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 177659.5049 | 136474.4318 | 41185.0732 | 210436.8447 | 190774.513 | 19662.3318 |
Total P&L (%) | 177.6595 | 136.4744 | 41.1851 | 210.4368 | 190.7745 | 19.6623 |
Avg Daily Profit (%) | 0.1706 | 0.131 | 0.0395 | 0.1088 | 0.1025 | 0.0172 |
Buy And Hold Return (%) | 24.0433 | 24.0433 | 24.0433 | 24.0433 | 24.0433 | 24.0433 |
Max Trade Drawdown | -96328 | -49952 | -74997 | -333425 | -208548 | -216300 |
Profit Factor | 1.23 | 1.3619 | 1.1042 | 1.1016 | 1.1774 | 1.0197 |
Total Trades | 503 | 252 | 251 | 503 | 252 | 251 |
Winning Trades | 238 | 126 | 112 | 238 | 126 | 112 |
Losing Trades | 265 | 126 | 139 | 265 | 126 | 139 |
Profitability (%) | 47.3161 | 50 | 44.6215 | 47.3161 | 50 | 44.6215 |
Ratio Avg Win / Avg Loss | 1.3695 | 1.3619 | 1.3704 | 1.2266 | 1.1774 | 1.2656 |
Largest Winning Trade | 25987 | 25987 | 20850 | 98151 | 98151 | 68496 |
Largest Losing Trade | -21825 | -21825 | -12134 | -86669 | -86669 | -32354 |
Avg Bars in Trades | 49 | 44 | 54 | 49 | 44 | 54 |
Avg Bars in Winners | 58 | 51 | 67 | 58 | 51 | 67 |
Avg Bars in Losers | 40 | 36 | 43 | 40 | 36 | 43 |
Bars Traded | 24730 | 11094 | 13636 | 24730 | 11094 | 13636 |
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 | 309968 | -17776 | -256155 | -154918 | -80708 | -535754 |
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{ "first_band": { "type": "vwma", "factors": { "length": 223, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 205, "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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