Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 131248.1503 | 72367.6683 | 58880.482 | 119871.454 | 72178.92 | 47692.534 |
Total P&L (%) | 131.2482 | 72.3677 | 58.8805 | 119.8715 | 72.1789 | 47.6925 |
Avg Daily Profit (%) | 0.252 | 0.1389 | 0.1131 | 0.1514 | 0.1044 | 0.0749 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64861 | -46126 | -67170 | -69576 | -52304 | -68654 |
Profit Factor | 1.2941 | 1.3222 | 1.2655 | 1.2303 | 1.2907 | 1.1752 |
Total Trades | 278 | 139 | 139 | 278 | 139 | 139 |
Winning Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Losing Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Profitability (%) | 61.8705 | 61.8705 | 61.8705 | 61.8705 | 61.8705 | 61.8705 |
Ratio Avg Win / Avg Loss | 0.7975 | 0.8149 | 0.7799 | 0.7582 | 0.7955 | 0.7242 |
Largest Winning Trade | 18206 | 14132 | 18206 | 21928 | 14882 | 21928 |
Largest Losing Trade | -34388 | -23752 | -34388 | -68654 | -29652 | -68654 |
Avg Bars in Trades | 87 | 91 | 83 | 87 | 91 | 83 |
Avg Bars in Winners | 72 | 74 | 69 | 72 | 74 | 69 |
Avg Bars in Losers | 113 | 119 | 107 | 113 | 119 | 107 |
Bars Traded | 24428 | 12784 | 11644 | 24428 | 12784 | 11644 |
Profit Streak | 12.0552 | 12.8885 | 12.0552 | 12.0552 | 12.8885 | 12.0552 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 373844 | -6639 | -43199 | 328861 | -52919 | -122547 |
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{ "first_band": { "type": "vwma", "factors": { "length": 96, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 19, "offset": 169 } } }
# | 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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