Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 944089.5658 | 854476.0013 | 89613.5645 | 5670381.7305 | 8444173.2222 | -2773791.4918 |
Total P&L (%) | 944.0896 | 854.476 | 89.6136 | 5670.3817 | 8444.1732 | -2773.7915 |
Avg Daily Profit (%) | 0.5176 | 0.4684 | 0.0491 | 0.2226 | 0.2441 | 0 |
Buy And Hold Return (%) | 924.5952 | 924.5952 | 924.5952 | 924.5952 | 924.5952 | 924.5952 |
Max Trade Drawdown | -124550 | -56244 | -87633 | -17392407 | -9288335 | -10020262 |
Profit Factor | 2.0076 | 3.0366 | 1.1732 | 1.0922 | 1.2979 | 0.9163 |
Total Trades | 248 | 124 | 124 | 248 | 124 | 124 |
Winning Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Losing Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Profitability (%) | 45.9677 | 45.9677 | 45.9677 | 45.9677 | 45.9677 | 45.9677 |
Ratio Avg Win / Avg Loss | 2.3598 | 3.5693 | 1.379 | 1.2838 | 1.5256 | 1.0771 |
Largest Winning Trade | 276266 | 276266 | 50514 | 8561684 | 8561684 | 3563027 |
Largest Losing Trade | -27792 | -25384 | -27792 | -3520122 | -3362432 | -3520122 |
Avg Bars in Trades | 86 | 89 | 84 | 86 | 89 | 84 |
Avg Bars in Winners | 111 | 113 | 109 | 111 | 113 | 109 |
Avg Bars in Losers | 65 | 69 | 62 | 65 | 69 | 62 |
Bars Traded | 21550 | 11124 | 10426 | 21550 | 11124 | 10426 |
Profit Streak | 0 | 16.6905 | 0 | 0 | 16.6905 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144921 | -150865 | -324878 | -111729 | 301571 | -580904 |
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{ "first_band": { "type": "vwma", "factors": { "length": 183, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 122, "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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