Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 261260.2058 | 249889.2556 | 11370.9501 | 187604.5667 | 565011.5083 | -377406.9416 |
Total P&L (%) | 261.2602 | 249.8893 | 11.371 | 187.6046 | 565.0115 | -377.4069 |
Avg Daily Profit (%) | 0.2963 | 0.2834 | 0.0129 | 0.1199 | 0.2151 | 0 |
Buy And Hold Return (%) | 188.7084 | 188.7084 | 188.7084 | 188.7084 | 188.7084 | 188.7084 |
Max Trade Drawdown | -176927 | -52765 | -189529 | -852292 | -232176 | -889713 |
Profit Factor | 1.302 | 1.6762 | 1.0229 | 1.0764 | 1.6572 | 0.7634 |
Total Trades | 362 | 181 | 181 | 362 | 181 | 181 |
Winning Trades | 197 | 90 | 107 | 197 | 90 | 107 |
Losing Trades | 165 | 91 | 74 | 165 | 91 | 74 |
Profitability (%) | 54.4199 | 49.7238 | 59.116 | 54.4199 | 49.7238 | 59.116 |
Ratio Avg Win / Avg Loss | 1.0905 | 1.6948 | 0.7075 | 0.9016 | 1.6756 | 0.528 |
Largest Winning Trade | 58820 | 58820 | 26717 | 193132 | 193132 | 126069 |
Largest Losing Trade | -57440 | -13960 | -57440 | -357064 | -69105 | -357064 |
Avg Bars in Trades | 9 | 8 | 10 | 9 | 8 | 10 |
Avg Bars in Winners | 8 | 8 | 9 | 8 | 8 | 9 |
Avg Bars in Losers | 10 | 9 | 11 | 10 | 9 | 11 |
Bars Traded | 3424 | 1612 | 1812 | 3424 | 1612 | 1812 |
Profit Streak | 6.4896 | 0 | 10.7396 | 6.4896 | 0 | 10.7396 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -34192 | -52840 | -535401 | -333447 | 315065 | -577830 |
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{ "first_band": { "type": "vwma", "factors": { "length": 67, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 37 } } }
# | 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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