Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 521601.4406 | 546012.5 | -24411.0594 | 40135.8725 | 151759.8022 | -111623.9297 |
Total P&L (%) | 521.6014 | 546.0125 | -24.4111 | 40.1359 | 151.7598 | -111.6239 |
Avg Daily Profit (%) | 0.281 | 0.2942 | -0.0132 | 0.0182 | 0.0498 | 0 |
Buy And Hold Return (%) | 197.2243 | 197.2243 | 197.2243 | 197.2243 | 197.2243 | 197.2243 |
Max Trade Drawdown | -138713 | -119171 | -110637 | -337925 | -353973 | -253754 |
Profit Factor | 1.7106 | 2.4783 | 0.9331 | 1.0261 | 1.1772 | 0.8358 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Profitability (%) | 46.3918 | 43.75 | 48.9796 | 46.3918 | 43.75 | 48.9796 |
Ratio Avg Win / Avg Loss | 1.9767 | 3.1864 | 0.9719 | 1.1857 | 1.5136 | 0.8706 |
Largest Winning Trade | 273168 | 273168 | 40987 | 206506 | 206506 | 103150 |
Largest Losing Trade | -48531 | -48531 | -35766 | -162242 | -162242 | -122503 |
Avg Bars in Trades | 71 | 101 | 42 | 71 | 101 | 42 |
Avg Bars in Winners | 72 | 84 | 62 | 72 | 84 | 62 |
Avg Bars in Losers | 71 | 114 | 24 | 71 | 114 | 24 |
Bars Traded | 6965 | 4868 | 2098 | 6965 | 4868 | 2098 |
Profit Streak | 130.8728 | 130.8728 | 304.3728 | 130.8728 | 130.8728 | 304.3728 |
Trades During Streak | 5 | 2 | 5 | 5 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317438 | 319208 | -579689 | -525855 | -318091 | -579689 |
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{ "first_band": { "type": "vwma", "factors": { "length": 195, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 220, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 195, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 220, "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) |
---|