Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 458719.8811 | 557217.8267 | -98497.9455 | -92943.2513 | 204648.1992 | -297591.4505 |
Total P&L (%) | 458.7199 | 557.2178 | -98.4979 | -92.9433 | 204.6482 | -297.5915 |
Avg Daily Profit (%) | 0.2457 | 0.2985 | -0.0528 | -0.1419 | 0.0597 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -381700 | -174876 | -222170 | -589800 | -244781 | -346594 |
Profit Factor | 1.6151 | 2.374 | 0.7105 | 0.8472 | 1.8103 | 0.1632 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Losing Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Profitability (%) | 50.6849 | 55.5556 | 45.9459 | 50.6849 | 55.5556 | 45.9459 |
Ratio Avg Win / Avg Loss | 1.5714 | 1.8992 | 0.8359 | 0.8243 | 1.4482 | 0.192 |
Largest Winning Trade | 325197 | 325197 | 39882 | 292459 | 292459 | 51061 |
Largest Losing Trade | -88916 | -67352 | -88916 | -241140 | -235247 | -241140 |
Avg Bars in Trades | 94 | 131 | 57 | 94 | 131 | 57 |
Avg Bars in Winners | 110 | 145 | 69 | 110 | 145 | 69 |
Avg Bars in Losers | 77 | 114 | 46 | 77 | 114 | 46 |
Bars Traded | 6864 | 4744 | 2120 | 6864 | 4744 | 2120 |
Profit Streak | 116.8685 | 235.8685 | 116.8685 | 116.8685 | 235.8685 | 116.8685 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -64161 | 543322 | -581785 | -656008 | -109201 | -581785 |
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{ "first_band": { "type": "bbm", "factors": { "length": 139, "offset": 0, "std": 1.61088 } }, "second_band": { "type": "vwma", "factors": { "length": 156, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 139, "offset": 0, "std": 1.61088 } }, "second_band": { "type": "vwma", "factors": { "length": 156, "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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