Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 851563.8505 | 715972.0176 | 135591.8329 | 9510016.8526 | 11638937.0059 | -2128920.1533 |
Total P&L (%) | 851.5639 | 715.972 | 135.5918 | 9510.0169 | 11638.937 | -2128.9202 |
Avg Daily Profit (%) | 0.4687 | 0.3941 | 0.0746 | 0.2516 | 0.2626 | 0 |
Buy And Hold Return (%) | 625.5972 | 625.5972 | 625.5972 | 625.5972 | 625.5972 | 625.5972 |
Max Trade Drawdown | -158468 | -133175 | -83090 | -19803087 | -12904835 | -9624594 |
Profit Factor | 1.5963 | 1.9408 | 1.2033 | 1.1148 | 1.2772 | 0.9479 |
Total Trades | 444 | 222 | 222 | 444 | 222 | 222 |
Winning Trades | 259 | 127 | 132 | 259 | 127 | 132 |
Losing Trades | 185 | 95 | 90 | 185 | 95 | 90 |
Profitability (%) | 58.3333 | 57.2072 | 59.4595 | 58.3333 | 57.2072 | 59.4595 |
Ratio Avg Win / Avg Loss | 1.1402 | 1.4518 | 0.8204 | 0.7963 | 0.9554 | 0.6463 |
Largest Winning Trade | 162943 | 162943 | 42660 | 4303478 | 4303478 | 3255948 |
Largest Losing Trade | -31443 | -31443 | -30213 | -8566070 | -8566070 | -4064014 |
Avg Bars in Trades | 48 | 46 | 50 | 48 | 46 | 50 |
Avg Bars in Winners | 50 | 48 | 51 | 50 | 48 | 51 |
Avg Bars in Losers | 45 | 44 | 47 | 45 | 44 | 47 |
Bars Traded | 21464 | 10363 | 11101 | 21464 | 10363 | 11101 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -37774 | -107022 | -259422 | -84015 | 302087 | -578945 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 118, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 69, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 118, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 69, "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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