Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -385909.9603 | 251570.5719 | -637480.5322 | -489153.1709 | -5082592.8061 | 4593439.6352 |
Total P&L (%) | -385.91 | 251.5706 | -637.4805 | -489.1532 | -5082.5928 | 4593.4396 |
Avg Daily Profit (%) | -0.2116 | 0.138 | -0.3496 | 0 | 0 | 0.2113 |
Buy And Hold Return (%) | 690.3494 | 690.3494 | 690.3494 | 690.3494 | 690.3494 | 690.3494 |
Max Trade Drawdown | -665599 | -161119 | -693793 | -12587711 | -9838106 | -3057171 |
Profit Factor | 0.7129 | 1.789 | 0.3781 | 0.9768 | 0.593 | 1.5359 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 48 | 27 | 21 | 45 | 24 | 21 |
Losing Trades | 44 | 19 | 25 | 47 | 22 | 25 |
Profitability (%) | 52.1739 | 58.6957 | 45.6522 | 48.913 | 52.1739 | 45.6522 |
Ratio Avg Win / Avg Loss | 0.6534 | 1.2589 | 0.4502 | 1.0202 | 0.5436 | 1.8285 |
Largest Winning Trade | 121787 | 121787 | 48819 | 7311895 | 1781108 | 7311895 |
Largest Losing Trade | -297252 | -77317 | -297252 | -8923453 | -8923453 | -1978944 |
Avg Bars in Trades | 77 | 86 | 68 | 77 | 86 | 68 |
Avg Bars in Winners | 56 | 59 | 51 | 78 | 88 | 67 |
Avg Bars in Losers | 100 | 125 | 82 | 76 | 84 | 69 |
Bars Traded | 7138 | 3985 | 3153 | 7138 | 3985 | 3153 |
Profit Streak | 0 | 0 | 0 | 7.5785 | 7.5785 | 12.0785 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -580250 | -171154 | -582395 | -578148 | -579744 | 375717 |
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{ "first_band": { "type": "vwma", "factors": { "length": 50, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 129, "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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