Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 366865.3877 | 282476.7963 | 84388.5915 | 52732.3295 | 65866.7522 | -13134.4228 |
Total P&L (%) | 366.8654 | 282.4768 | 84.3886 | 52.7323 | 65.8668 | -13.1344 |
Avg Daily Profit (%) | 0.1898 | 0.1461 | 0.0437 | 0.0219 | 0.0262 | -0.0073 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112057 | -129421 | -94461 | -93878 | -111000 | -99732 |
Profit Factor | 1.3787 | 1.6139 | 1.1659 | 1.0718 | 1.1983 | 0.9673 |
Total Trades | 199 | 99 | 100 | 199 | 99 | 100 |
Winning Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Losing Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Profitability (%) | 56.7839 | 56.5657 | 57 | 56.7839 | 56.5657 | 57 |
Ratio Avg Win / Avg Loss | 1.0492 | 1.2392 | 0.8795 | 0.8157 | 0.9201 | 0.7297 |
Largest Winning Trade | 68974 | 68974 | 53458 | 42752 | 42752 | 39772 |
Largest Losing Trade | -59163 | -59163 | -57438 | -66073 | -49740 | -66073 |
Avg Bars in Trades | 18 | 22 | 15 | 18 | 22 | 15 |
Avg Bars in Winners | 21 | 24 | 19 | 21 | 24 | 19 |
Avg Bars in Losers | 15 | 19 | 10 | 15 | 19 | 10 |
Bars Traded | 3775 | 2216 | 1559 | 3775 | 2216 | 1559 |
Profit Streak | 213.4402 | 213.4402 | 217.9402 | 213.4402 | 213.4402 | 217.9402 |
Trades During Streak | 13 | 6 | 7 | 13 | 6 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 427996 | 225179 | -171961 | -304139 | -159944 | -578424 |
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{ "first_band": { "type": "vwma", "factors": { "length": 40, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 48, "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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