Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 373595.179 | 112262.3611 | 261332.8179 | 663608.6892 | -339777.5987 | 1003386.2879 |
Total P&L (%) | 373.5952 | 112.2624 | 261.3328 | 663.6087 | -339.7776 | 1003.3863 |
Avg Daily Profit (%) | 0.2864 | 0.086 | 0.2003 | 0.1559 | 0 | 0.1842 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116366 | -96411 | -40350 | -2605163 | -1849577 | -1038732 |
Profit Factor | 1.5316 | 1.2564 | 1.9865 | 1.0893 | 0.9243 | 1.3411 |
Total Trades | 212 | 106 | 106 | 212 | 106 | 106 |
Winning Trades | 107 | 49 | 58 | 107 | 49 | 58 |
Losing Trades | 105 | 57 | 48 | 105 | 57 | 48 |
Profitability (%) | 50.4717 | 46.2264 | 54.717 | 50.4717 | 46.2264 | 54.717 |
Ratio Avg Win / Avg Loss | 1.503 | 1.4615 | 1.644 | 1.069 | 1.0752 | 1.1099 |
Largest Winning Trade | 116115 | 116115 | 34758 | 1388347 | 1388347 | 710491 |
Largest Losing Trade | -27913 | -27913 | -22891 | -591861 | -591861 | -478764 |
Avg Bars in Trades | 36 | 39 | 33 | 36 | 39 | 33 |
Avg Bars in Winners | 46 | 47 | 46 | 46 | 47 | 46 |
Avg Bars in Losers | 25 | 32 | 17 | 25 | 32 | 17 |
Bars Traded | 7671 | 4159 | 3512 | 7671 | 4159 | 3512 |
Profit Streak | 0 | 0 | 34.7213 | 0 | 0 | 34.7213 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 437046 | -79999 | 442060 | -113415 | -580850 | 328304 |
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{ "first_band": { "type": "vwma", "factors": { "length": 149, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 144, "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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