Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1434555.9681 | 1322353.8661 | 112202.102 | 11141318.1473 | 8031067.2428 | 3110250.9045 |
Total P&L (%) | 1434.556 | 1322.3539 | 112.2021 | 11141.3181 | 8031.0672 | 3110.2509 |
Avg Daily Profit (%) | 0.7889 | 0.7272 | 0.0617 | 0.26 | 0.2422 | 0.191 |
Buy And Hold Return (%) | 635.1074 | 635.1074 | 635.1074 | 635.1074 | 635.1074 | 635.1074 |
Max Trade Drawdown | -81806 | -53614 | -58326 | -17941616 | -11468572 | -11048218 |
Profit Factor | 3.0939 | 5.0066 | 1.316 | 1.172 | 1.25 | 1.0953 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Losing Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Profitability (%) | 32.7778 | 32.2222 | 33.3333 | 32.7778 | 32.2222 | 33.3333 |
Ratio Avg Win / Avg Loss | 6.345 | 10.5312 | 2.632 | 2.4036 | 2.6293 | 2.1906 |
Largest Winning Trade | 761946 | 761946 | 76086 | 10530950 | 10530950 | 7750074 |
Largest Losing Trade | -26916 | -18038 | -26916 | -3367429 | -3367429 | -2667215 |
Avg Bars in Trades | 29 | 26 | 32 | 29 | 26 | 32 |
Avg Bars in Winners | 69 | 63 | 74 | 69 | 63 | 74 |
Avg Bars in Losers | 10 | 9 | 11 | 10 | 9 | 11 |
Bars Traded | 5370 | 2406 | 2963 | 5370 | 2406 | 2963 |
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 | 300302 | 253900 | -281811 | -27112 | 84174 | -114860 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 60, "offset": 0 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 60, "offset": 0 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "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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