Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 102069.5984 | 48188.8141 | 53880.7843 | 106240.6517 | 51730.0117 | 54510.6399 |
Total P&L (%) | 102.0696 | 48.1888 | 53.8808 | 106.2407 | 51.73 | 54.5106 |
Avg Daily Profit (%) | 0.3919 | 0.185 | 0.2069 | 0.2784 | 0.1602 | 0.1672 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46855 | -39164 | -23759 | -69767 | -55292 | -38735 |
Profit Factor | 1.2046 | 1.1767 | 1.2382 | 1.1571 | 1.1387 | 1.1797 |
Total Trades | 480 | 240 | 240 | 480 | 240 | 240 |
Winning Trades | 262 | 128 | 134 | 262 | 128 | 134 |
Losing Trades | 218 | 112 | 106 | 218 | 112 | 106 |
Profitability (%) | 54.5833 | 53.3333 | 55.8333 | 54.5833 | 53.3333 | 55.8333 |
Ratio Avg Win / Avg Loss | 1.0023 | 1.0296 | 0.9795 | 0.9628 | 0.9963 | 0.9332 |
Largest Winning Trade | 22853 | 22853 | 16208 | 28747 | 28747 | 19960 |
Largest Losing Trade | -12645 | -12645 | -10005 | -18348 | -18348 | -14029 |
Avg Bars in Trades | 51 | 52 | 49 | 51 | 52 | 49 |
Avg Bars in Winners | 51 | 47 | 54 | 51 | 47 | 54 |
Avg Bars in Losers | 51 | 58 | 44 | 51 | 58 | 44 |
Bars Traded | 24689 | 12708 | 11981 | 24689 | 12708 | 11981 |
Profit Streak | 0 | 0 | 1.8682 | 0 | 0 | 1.8682 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 376892 | -20469 | 90485 | -39411 | -63859 | -20326 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 145, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 113, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 145, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 113, "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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