Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 86874.6041 | 51245.1177 | 35629.4864 | 71896.5881 | 41536.2985 | 30360.2896 |
Total P&L (%) | 86.8746 | 51.2451 | 35.6295 | 71.8966 | 41.5363 | 30.3603 |
Avg Daily Profit (%) | 0.3336 | 0.1968 | 0.1368 | 0.2082 | 0.1335 | 0.1019 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -52989 | -57135 | -29180 | -98813 | -61073 | -51178 |
Profit Factor | 1.2302 | 1.2611 | 1.1967 | 1.1388 | 1.1538 | 1.1225 |
Total Trades | 264 | 132 | 132 | 264 | 132 | 132 |
Winning Trades | 134 | 63 | 71 | 134 | 63 | 71 |
Losing Trades | 130 | 69 | 61 | 130 | 69 | 61 |
Profitability (%) | 50.7576 | 47.7273 | 53.7879 | 50.7576 | 47.7273 | 53.7879 |
Ratio Avg Win / Avg Loss | 1.1934 | 1.3812 | 1.0281 | 1.1048 | 1.2637 | 0.9644 |
Largest Winning Trade | 43928 | 43928 | 12256 | 44951 | 44951 | 18051 |
Largest Losing Trade | -13989 | -11014 | -13989 | -23722 | -23722 | -21582 |
Avg Bars in Trades | 93 | 94 | 91 | 93 | 94 | 91 |
Avg Bars in Winners | 99 | 88 | 109 | 99 | 88 | 109 |
Avg Bars in Losers | 86 | 100 | 69 | 86 | 100 | 69 |
Bars Traded | 24566 | 12514 | 12052 | 24566 | 12514 | 12052 |
Profit Streak | 9.0397 | 9.7376 | 9.0397 | 9.0397 | 9.7376 | 9.0397 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 364970 | 189016 | -17192 | -58402 | -69218 | -147471 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 207, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 129, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 207, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 129, "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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