Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 308102.8034 | 194018.5129 | 114084.2905 | -8511693.9372 | -1653962.1635 | -6857731.7737 |
Total P&L (%) | 308.1028 | 194.0185 | 114.0843 | -8511.6939 | -1653.9622 | -6857.7318 |
Avg Daily Profit (%) | 0.1613 | 0.1016 | 0.0597 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -251160 | -63696 | -251160 | -8610979 | -3051640 | -6906695 |
Profit Factor | 1.5405 | 1.7818 | 1.3544 | 0.5461 | 0.8197 | 0.2838 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 110 | 54 | 56 | 19 | 12 | 7 |
Losing Trades | 14 | 8 | 6 | 105 | 50 | 55 |
Profitability (%) | 88.7097 | 87.0968 | 90.3226 | 15.3226 | 19.3548 | 11.2903 |
Ratio Avg Win / Avg Loss | 0.1961 | 0.264 | 0.1451 | 3.0177 | 3.4156 | 2.2297 |
Largest Winning Trade | 35363 | 29553 | 35363 | 2918860 | 2918860 | 1644788 |
Largest Losing Trade | -251160 | -58863 | -251160 | -942452 | -942452 | -803327 |
Avg Bars in Trades | 28 | 37 | 19 | 28 | 37 | 19 |
Avg Bars in Winners | 11 | 11 | 12 | 106 | 144 | 40 |
Avg Bars in Losers | 159 | 215 | 86 | 14 | 12 | 16 |
Bars Traded | 3542 | 2351 | 1191 | 3542 | 2351 | 1191 |
Profit Streak | 75.931 | 75.931 | 285.931 | 0 | 0 | 0 |
Trades During Streak | 16 | 8 | 14 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 523295 | -204797 | -261883 | -649860 | -787153 | -822419 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 201, "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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