Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 282811.8926 | 221463.7257 | 61348.1669 | 554141.7415 | 489058.2721 | 65083.4694 |
Total P&L (%) | 282.8119 | 221.4637 | 61.3482 | 554.1417 | 489.0583 | 65.0835 |
Avg Daily Profit (%) | 0.543 | 0.4252 | 0.1178 | 0.3613 | 0.3411 | 0.0963 |
Buy And Hold Return (%) | 59.03 | 59.03 | 59.03 | 59.03 | 59.03 | 59.03 |
Max Trade Drawdown | -64020 | -49308 | -45960 | -346318 | -258639 | -226431 |
Profit Factor | 1.4171 | 1.7058 | 1.1684 | 1.2158 | 1.4138 | 1.047 |
Total Trades | 420 | 210 | 210 | 420 | 210 | 210 |
Winning Trades | 176 | 86 | 90 | 176 | 86 | 90 |
Losing Trades | 244 | 124 | 120 | 244 | 124 | 120 |
Profitability (%) | 41.9048 | 40.9524 | 42.8571 | 41.9048 | 40.9524 | 42.8571 |
Ratio Avg Win / Avg Loss | 1.9646 | 2.4595 | 1.5579 | 1.6855 | 2.0386 | 1.3959 |
Largest Winning Trade | 90225 | 90225 | 29386 | 205316 | 205316 | 156498 |
Largest Losing Trade | -21690 | -11216 | -21690 | -147857 | -57992 | -147857 |
Avg Bars in Trades | 58 | 59 | 58 | 58 | 59 | 58 |
Avg Bars in Winners | 86 | 89 | 83 | 86 | 89 | 83 |
Avg Bars in Losers | 39 | 39 | 38 | 39 | 39 | 38 |
Bars Traded | 24774 | 12541 | 12233 | 24774 | 12541 | 12233 |
Profit Streak | 5.9195 | 10.1278 | 0 | 5.9195 | 10.1278 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 364368 | 299983 | -226276 | 333848 | 313731 | -369974 |
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{ "first_band": { "type": "vwma", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 215, "offset": 0, "std": 1.96502 } } }
# | 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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