Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 579420.0382 | 334678.8261 | 244741.2121 | 4422075.1733 | 3287076.9253 | 1134998.248 |
Total P&L (%) | 579.42 | 334.6788 | 244.7412 | 4422.0752 | 3287.0769 | 1134.9982 |
Avg Daily Profit (%) | 0.3453 | 0.1994 | 0.1458 | 0.2274 | 0.2101 | 0.1499 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67466 | -92173 | -43347 | -3200603 | -1135993 | -2159176 |
Profit Factor | 1.9643 | 2.0985 | 1.8263 | 1.5316 | 1.8555 | 1.2535 |
Total Trades | 201 | 101 | 100 | 201 | 101 | 100 |
Winning Trades | 99 | 46 | 53 | 99 | 46 | 53 |
Losing Trades | 102 | 55 | 47 | 102 | 55 | 47 |
Profitability (%) | 49.2537 | 45.5446 | 53 | 49.2537 | 45.5446 | 53 |
Ratio Avg Win / Avg Loss | 2.0239 | 2.5091 | 1.6196 | 1.578 | 2.2185 | 1.1116 |
Largest Winning Trade | 112295 | 112295 | 53697 | 1125152 | 1125152 | 1121300 |
Largest Losing Trade | -24221 | -15149 | -24221 | -878603 | -437092 | -878603 |
Avg Bars in Trades | 99 | 90 | 107 | 99 | 90 | 107 |
Avg Bars in Winners | 136 | 128 | 144 | 136 | 128 | 144 |
Avg Bars in Losers | 62 | 59 | 66 | 62 | 59 | 66 |
Bars Traded | 19955 | 9171 | 10784 | 19955 | 9171 | 10784 |
Profit Streak | 40.8972 | 40.8972 | 48.7305 | 40.8972 | 40.8972 | 48.7305 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 531373 | 364971 | 208215 | 454731 | 366376 | 286150 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 37, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 37, "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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