Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 902485.854 | 753002.1949 | 149483.659 | 13647707.5178 | 14286923.3818 | -639215.864 |
Total P&L (%) | 902.4859 | 753.0022 | 149.4837 | 13647.7075 | 14286.9234 | -639.2159 |
Avg Daily Profit (%) | 0.4964 | 0.4142 | 0.0822 | 0.2712 | 0.2737 | 0 |
Buy And Hold Return (%) | 617.6173 | 617.6173 | 617.6173 | 617.6173 | 617.6173 | 617.6173 |
Max Trade Drawdown | -96782 | -91268 | -60996 | -16972068 | -10701211 | -10600866 |
Profit Factor | 1.7229 | 2.1336 | 1.2559 | 1.1374 | 1.287 | 0.9871 |
Total Trades | 394 | 197 | 197 | 394 | 197 | 197 |
Winning Trades | 219 | 105 | 114 | 219 | 105 | 114 |
Losing Trades | 175 | 92 | 83 | 175 | 92 | 83 |
Profitability (%) | 55.5838 | 53.2995 | 57.868 | 55.5838 | 53.2995 | 57.868 |
Ratio Avg Win / Avg Loss | 1.3767 | 1.8695 | 0.9144 | 0.9088 | 1.1277 | 0.7187 |
Largest Winning Trade | 232636 | 232636 | 52598 | 8129234 | 8129234 | 5788559 |
Largest Losing Trade | -27316 | -27316 | -24692 | -5478706 | -4737748 | -5478706 |
Avg Bars in Trades | 54 | 52 | 56 | 54 | 52 | 56 |
Avg Bars in Winners | 58 | 55 | 61 | 58 | 55 | 61 |
Avg Bars in Losers | 49 | 48 | 49 | 49 | 48 | 49 |
Bars Traded | 21457 | 10254 | 11203 | 21457 | 10254 | 11203 |
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 | -6773 | -82750 | -249318 | -59677 | 344712 | -579282 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 138, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 70, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 138, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 70, "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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