Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 362143.4862 | 332098.8878 | 30044.5983 | -70837.8294 | 179972.7176 | -250810.547 |
Total P&L (%) | 362.1435 | 332.0989 | 30.0446 | -70.8378 | 179.9727 | -250.8105 |
Avg Daily Profit (%) | 0.1904 | 0.1746 | 0.0158 | -0.0648 | 0.0541 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149090 | -133510 | -144617 | -597041 | -647314 | -587363 |
Profit Factor | 1.4964 | 2.0917 | 1.0706 | 0.9683 | 1.1691 | 0.7861 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 58.4416 | 58.9744 | 57.8947 | 58.4416 | 58.9744 | 57.8947 |
Ratio Avg Win / Avg Loss | 1.0641 | 1.4551 | 0.7786 | 0.6886 | 0.8133 | 0.5717 |
Largest Winning Trade | 155836 | 155836 | 67698 | 340270 | 340270 | 108514 |
Largest Losing Trade | -87190 | -47130 | -87190 | -437514 | -293113 | -437514 |
Avg Bars in Trades | 46 | 22 | 70 | 46 | 22 | 70 |
Avg Bars in Winners | 44 | 13 | 77 | 44 | 13 | 77 |
Avg Bars in Losers | 48 | 34 | 61 | 48 | 34 | 61 |
Bars Traded | 3557 | 874 | 2683 | 3557 | 874 | 2683 |
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 | -36083 | 422334 | -318326 | -625683 | -155357 | -579741 |
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{ "first_band": { "type": "midprice", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 92, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 92, "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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