Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 276425.1315 | 209708.0704 | 66717.0611 | 595131.9152 | 512795.3557 | 82336.5595 |
Total P&L (%) | 276.4251 | 209.7081 | 66.7171 | 595.1319 | 512.7954 | 82.3366 |
Avg Daily Profit (%) | 0.5307 | 0.4026 | 0.1281 | 0.373 | 0.3487 | 0.1154 |
Buy And Hold Return (%) | 66.6459 | 66.6459 | 66.6459 | 66.6459 | 66.6459 | 66.6459 |
Max Trade Drawdown | -87910 | -52995 | -100876 | -305892 | -180706 | -289399 |
Profit Factor | 1.3691 | 1.6376 | 1.1588 | 1.2577 | 1.5185 | 1.0624 |
Total Trades | 516 | 258 | 258 | 516 | 258 | 258 |
Winning Trades | 264 | 130 | 134 | 264 | 130 | 134 |
Losing Trades | 252 | 128 | 124 | 252 | 128 | 124 |
Profitability (%) | 51.1628 | 50.3876 | 51.938 | 51.1628 | 50.3876 | 51.938 |
Ratio Avg Win / Avg Loss | 1.3068 | 1.6124 | 1.0723 | 1.2005 | 1.4951 | 0.9831 |
Largest Winning Trade | 68267 | 68267 | 24528 | 124373 | 124373 | 85092 |
Largest Losing Trade | -20813 | -13100 | -20813 | -62486 | -57950 | -62486 |
Avg Bars in Trades | 47 | 45 | 49 | 47 | 45 | 49 |
Avg Bars in Winners | 55 | 54 | 57 | 55 | 54 | 57 |
Avg Bars in Losers | 39 | 36 | 41 | 39 | 36 | 41 |
Bars Traded | 24651 | 11776 | 12875 | 24651 | 11776 | 12875 |
Profit Streak | 0 | 14.8291 | 0 | 0 | 14.8291 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 401078 | 408280 | -232820 | 418312 | 453435 | -284589 |
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{ "first_band": { "type": "vwma", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 190, "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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