Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 264388.752 | 310205.5962 | -45816.8442 | -87478.394 | 229804.313 | -317282.7071 |
Total P&L (%) | 264.3888 | 310.2056 | -45.8168 | -87.4784 | 229.8043 | -317.2827 |
Avg Daily Profit (%) | 0.1634 | 0.1917 | -0.0283 | -0.1283 | 0.0738 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -195772 | -131829 | -266568 | -304386 | -49235 | -404874 |
Profit Factor | 1.1996 | 1.4997 | 0.9349 | 0.8763 | 2.2309 | 0.3907 |
Total Trades | 246 | 123 | 123 | 246 | 123 | 123 |
Winning Trades | 132 | 69 | 63 | 132 | 69 | 63 |
Losing Trades | 114 | 54 | 60 | 114 | 54 | 60 |
Profitability (%) | 53.6585 | 56.0976 | 51.2195 | 53.6585 | 56.0976 | 51.2195 |
Ratio Avg Win / Avg Loss | 1.036 | 1.1737 | 0.8904 | 0.7568 | 1.7459 | 0.3721 |
Largest Winning Trade | 124062 | 124062 | 62483 | 136804 | 136804 | 74017 |
Largest Losing Trade | -75115 | -46627 | -75115 | -176477 | -30627 | -176477 |
Avg Bars in Trades | 77 | 75 | 79 | 77 | 75 | 79 |
Avg Bars in Winners | 65 | 51 | 80 | 65 | 51 | 80 |
Avg Bars in Losers | 91 | 105 | 78 | 91 | 105 | 78 |
Bars Traded | 18989 | 9241 | 9748 | 18989 | 9241 | 9748 |
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 | 292361 | 339036 | -580847 | -579016 | -89622 | -580847 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 131, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 131, "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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