Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 114362.3078 | 83551.8136 | 30810.4943 | 117908.7381 | 121823.2327 | -3914.4946 |
Total P&L (%) | 114.3623 | 83.5518 | 30.8105 | 117.9087 | 121.8232 | -3.9145 |
Avg Daily Profit (%) | 0.4391 | 0.3208 | 0.1183 | 0.2995 | 0.3064 | -0.0153 |
Buy And Hold Return (%) | 19.5146 | 19.5146 | 19.5146 | 19.5146 | 19.5146 | 19.5146 |
Max Trade Drawdown | -42601 | -26377 | -42644 | -139854 | -53744 | -123796 |
Profit Factor | 1.314 | 1.548 | 1.1455 | 1.1754 | 1.4721 | 0.9906 |
Total Trades | 227 | 113 | 114 | 227 | 113 | 114 |
Winning Trades | 136 | 73 | 63 | 136 | 73 | 63 |
Losing Trades | 91 | 40 | 51 | 91 | 40 | 51 |
Profitability (%) | 59.9119 | 64.6018 | 55.2632 | 59.9119 | 64.6018 | 55.2632 |
Ratio Avg Win / Avg Loss | 0.8792 | 0.8482 | 0.9273 | 0.7865 | 0.8066 | 0.8019 |
Largest Winning Trade | 12445 | 12445 | 12055 | 33835 | 16604 | 33835 |
Largest Losing Trade | -34429 | -20456 | -34429 | -113259 | -49375 | -113259 |
Avg Bars in Trades | 108 | 106 | 110 | 108 | 106 | 110 |
Avg Bars in Winners | 87 | 82 | 93 | 87 | 82 | 93 |
Avg Bars in Losers | 139 | 150 | 130 | 139 | 150 | 130 |
Bars Traded | 24591 | 12021 | 12570 | 24591 | 12021 | 12570 |
Profit Streak | 0 | 12.1411 | 0 | 0 | 12.1411 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305482 | 303406 | -107815 | -20393 | 335092 | -581742 |
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{ "first_band": { "type": "vwma", "factors": { "length": 57, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 203, "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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