Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 483001.719 | 418525.0981 | 64476.6209 | 442162.2791 | -44699.6453 | 486861.9244 |
Total P&L (%) | 483.0017 | 418.5251 | 64.4766 | 442.1623 | -44.6996 | 486.8619 |
Avg Daily Profit (%) | 0.2059 | 0.1784 | 0.0275 | 0.0721 | -0.0252 | 0.0755 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116229 | -67604 | -115590 | -1728568 | -1121067 | -715486 |
Profit Factor | 1.7376 | 2.3336 | 1.1891 | 1.0975 | 0.9818 | 1.2349 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Losing Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Profitability (%) | 49.5868 | 50 | 49.1803 | 49.5868 | 50 | 49.1803 |
Ratio Avg Win / Avg Loss | 1.7665 | 2.3336 | 1.2287 | 1.1158 | 0.9818 | 1.2761 |
Largest Winning Trade | 214842 | 214842 | 58390 | 780413 | 317522 | 780413 |
Largest Losing Trade | -50475 | -50475 | -31968 | -285627 | -261529 | -285627 |
Avg Bars in Trades | 36 | 45 | 28 | 36 | 45 | 28 |
Avg Bars in Winners | 44 | 49 | 40 | 44 | 49 | 40 |
Avg Bars in Losers | 29 | 41 | 17 | 29 | 41 | 17 |
Bars Traded | 4458 | 2731 | 1727 | 4458 | 2731 | 1727 |
Profit Streak | 139.4854 | 139.4854 | 140.9854 | 139.4854 | 139.4854 | 140.9854 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 451451 | -156339 | -329453 | -208403 | -748997 | -252877 |
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{ "first_band": { "type": "vwma", "factors": { "length": 151, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 139, "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) |
---|