Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1177375.0654 | 9992.2775 | -1187367.343 | -884722.4059 | -7371770.9658 | 6487048.5599 |
Total P&L (%) | -1177.3751 | 9.9923 | -1187.3673 | -884.7224 | -7371.771 | 6487.0486 |
Avg Daily Profit (%) | -0.6452 | 0.0055 | -0.6507 | 0 | 0 | 0.2297 |
Buy And Hold Return (%) | 719.3169 | 719.3169 | 719.3169 | 719.3169 | 719.3169 | 719.3169 |
Max Trade Drawdown | -1299454 | -167233 | -1259321 | -14309992 | -10981497 | -4255632 |
Profit Factor | 0.4068 | 1.0244 | 0.2463 | 0.9731 | 0.6081 | 1.4594 |
Total Trades | 213 | 107 | 106 | 213 | 107 | 106 |
Winning Trades | 115 | 57 | 58 | 104 | 52 | 52 |
Losing Trades | 98 | 50 | 48 | 109 | 55 | 54 |
Profitability (%) | 53.9906 | 53.271 | 54.717 | 48.8263 | 48.5981 | 49.0566 |
Ratio Avg Win / Avg Loss | 0.3467 | 0.8986 | 0.2038 | 1.0199 | 0.6432 | 1.5155 |
Largest Winning Trade | 53201 | 33899 | 53201 | 13515304 | 2434029 | 13515304 |
Largest Losing Trade | -680701 | -78847 | -680701 | -9080387 | -9080387 | -3683236 |
Avg Bars in Trades | 50 | 52 | 48 | 50 | 52 | 48 |
Avg Bars in Winners | 29 | 28 | 31 | 47 | 43 | 51 |
Avg Bars in Losers | 74 | 79 | 69 | 53 | 60 | 45 |
Bars Traded | 10744 | 5592 | 5152 | 10744 | 5592 | 5152 |
Profit Streak | 11.8732 | 14.7065 | 0 | 0 | 0 | 18.3732 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578520 | -545396 | -580438 | -578452 | -581592 | 406662 |
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{ "first_band": { "type": "vwma", "factors": { "length": 32, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 135 } } }
# | 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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