Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 639334.3046 | 501531.5563 | 137802.7483 | 1870904.7593 | 19596.5283 | 1851308.231 |
Total P&L (%) | 639.3343 | 501.5316 | 137.8027 | 1870.9048 | 19.5965 | 1851.3082 |
Avg Daily Profit (%) | 0.2721 | 0.2135 | 0.0587 | 0.127 | 0.0076 | 0.1265 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91553 | -68117 | -71086 | -2779037 | -2228355 | -1285307 |
Profit Factor | 2.2623 | 3.0024 | 1.5383 | 1.2265 | 1.004 | 1.5489 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 53 | 24 | 29 | 53 | 24 | 29 |
Losing Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Profitability (%) | 54.6392 | 50 | 59.1837 | 54.6392 | 50 | 59.1837 |
Ratio Avg Win / Avg Loss | 1.8782 | 3.0024 | 1.0609 | 1.0183 | 1.004 | 1.0682 |
Largest Winning Trade | 210245 | 210245 | 55073 | 1368322 | 1368322 | 1194993 |
Largest Losing Trade | -39879 | -33972 | -39879 | -801928 | -512403 | -801928 |
Avg Bars in Trades | 69 | 87 | 51 | 69 | 87 | 51 |
Avg Bars in Winners | 85 | 111 | 63 | 85 | 111 | 63 |
Avg Bars in Losers | 50 | 62 | 35 | 50 | 62 | 35 |
Bars Traded | 6723 | 4184 | 2539 | 6723 | 4184 | 2539 |
Profit Streak | 140.8415 | 140.8415 | 144.1748 | 140.8415 | 140.8415 | 144.1748 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 550739 | 551790 | -110388 | -21122 | -404482 | -19388 |
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{ "first_band": { "type": "vwma", "factors": { "length": 218, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 229, "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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