Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1648778.1453 | 1497828.026 | 150950.1192 | 30207988.2953 | 22409741.3046 | 7798246.9907 |
Total P&L (%) | 1648.7781 | 1497.828 | 150.9501 | 30207.9883 | 22409.7413 | 7798.247 |
Avg Daily Profit (%) | 0.9083 | 0.8251 | 0.0832 | 0.3153 | 0.2988 | 0.241 |
Buy And Hold Return (%) | 599.9062 | 599.9062 | 599.9062 | 599.9062 | 599.9062 | 599.9062 |
Max Trade Drawdown | -61011 | -46052 | -42769 | -26947956 | -19482312 | -19995751 |
Profit Factor | 3.5445 | 6.0075 | 1.4327 | 1.2646 | 1.412 | 1.1304 |
Total Trades | 195 | 97 | 98 | 195 | 97 | 98 |
Winning Trades | 60 | 27 | 33 | 60 | 27 | 33 |
Losing Trades | 135 | 70 | 65 | 135 | 70 | 65 |
Profitability (%) | 30.7692 | 27.8351 | 33.6735 | 30.7692 | 27.8351 | 33.6735 |
Ratio Avg Win / Avg Loss | 7.9752 | 15.575 | 2.822 | 2.8453 | 3.6608 | 2.2266 |
Largest Winning Trade | 889556 | 889556 | 78458 | 20603465 | 20603465 | 12165677 |
Largest Losing Trade | -26916 | -17941 | -26916 | -5035110 | -3824819 | -5035110 |
Avg Bars in Trades | 27 | 25 | 29 | 27 | 25 | 29 |
Avg Bars in Winners | 65 | 63 | 66 | 65 | 63 | 66 |
Avg Bars in Losers | 10 | 11 | 10 | 10 | 11 | 10 |
Bars Traded | 5340 | 2484 | 2856 | 5340 | 2484 | 2856 |
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 | 377024 | 28862 | -252071 | 137570 | -6575 | -73920 |
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{ "first_band": { "type": "wma", "factors": { "length": 80, "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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