Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1302003.0415 | 86410.4364 | -1388413.4779 | 5443743.409 | -1531236.6184 | 6974980.0274 |
Total P&L (%) | -1302.003 | 86.4104 | -1388.4135 | 5443.7434 | -1531.2366 | 6974.98 |
Avg Daily Profit (%) | -0.6935 | 0.046 | -0.7396 | 0.2141 | 0 | 0.2271 |
Buy And Hold Return (%) | 271.07 | 271.07 | 271.07 | 271.07 | 271.07 | 271.07 |
Max Trade Drawdown | -1543823 | -58040 | -1553417 | -10552849 | -5943752 | -7210174 |
Profit Factor | 0.3567 | 1.3015 | 0.2009 | 1.1405 | 0.9308 | 1.4197 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Profitability (%) | 57.6923 | 51.2821 | 64.1026 | 57.6923 | 51.2821 | 64.1026 |
Ratio Avg Win / Avg Loss | 0.2616 | 1.2364 | 0.1125 | 0.8363 | 0.8843 | 0.795 |
Largest Winning Trade | 72555 | 72555 | 62197 | 5911400 | 5911400 | 4030260 |
Largest Losing Trade | -1253966 | -48468 | -1253966 | -4819802 | -4000716 | -4819802 |
Avg Bars in Trades | 66 | 62 | 70 | 66 | 62 | 70 |
Avg Bars in Winners | 57 | 48 | 65 | 61 | 61 | 61 |
Avg Bars in Losers | 78 | 77 | 79 | 73 | 63 | 86 |
Bars Traded | 5174 | 2428 | 2746 | 5174 | 2428 | 2746 |
Profit Streak | 0 | 0 | 177.1773 | 0 | 0 | 177.1773 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -618280 | -296933 | -578345 | -97030 | -580591 | 354620 |
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{ "first_band": { "type": "midprice", "factors": { "length": 180, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 224, "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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