Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 104433.9183 | 40931.6676 | 63502.2507 | 142522.5145 | 62265.5949 | 80256.9196 |
Total P&L (%) | 104.4339 | 40.9317 | 63.5023 | 142.5225 | 62.2656 | 80.2569 |
Avg Daily Profit (%) | 0.401 | 0.1572 | 0.2438 | 0.3408 | 0.1861 | 0.2265 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -24557 | -18889 | -21439 | -38680 | -26680 | -38327 |
Profit Factor | 1.7864 | 1.695 | 1.8593 | 1.6807 | 1.6959 | 1.6694 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 62 | 29 | 33 | 62 | 29 | 33 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 65.2632 | 61.7021 | 68.75 | 65.2632 | 61.7021 | 68.75 |
Ratio Avg Win / Avg Loss | 0.9508 | 1.0521 | 0.8451 | 0.8946 | 1.0526 | 0.7588 |
Largest Winning Trade | 15671 | 8970 | 15671 | 20831 | 12812 | 20831 |
Largest Losing Trade | -20404 | -18889 | -20404 | -31905 | -26680 | -31905 |
Avg Bars in Trades | 254 | 261 | 247 | 254 | 261 | 247 |
Avg Bars in Winners | 226 | 244 | 210 | 226 | 244 | 210 |
Avg Bars in Losers | 306 | 288 | 328 | 306 | 288 | 328 |
Bars Traded | 24144 | 12279 | 11865 | 24144 | 12279 | 11865 |
Profit Streak | 12.2547 | 21.7756 | 12.2547 | 12.2547 | 21.7756 | 12.2547 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 437340 | 304790 | 362041 | 411456 | 372190 | 359109 |
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{ "first_band": { "type": "vwma", "factors": { "length": 234, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 241, "offset": 195 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 234, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 241, "offset": 195 } } }
# | 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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