Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 61097.7791 | 17455.8896 | 43641.8895 | 53659.059 | 14295.042 | 39364.017 |
Total P&L (%) | 61.0978 | 17.4559 | 43.6419 | 53.6591 | 14.295 | 39.364 |
Avg Daily Profit (%) | 0.2346 | 0.067 | 0.1676 | 0.1651 | 0.0513 | 0.1275 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42126 | -24403 | -31507 | -72239 | -41261 | -53986 |
Profit Factor | 1.2441 | 1.1204 | 1.4144 | 1.149 | 1.07 | 1.2528 |
Total Trades | 189 | 94 | 95 | 189 | 94 | 95 |
Winning Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Losing Trades | 68 | 33 | 35 | 68 | 33 | 35 |
Profitability (%) | 64.0212 | 64.8936 | 63.1579 | 64.0212 | 64.8936 | 63.1579 |
Ratio Avg Win / Avg Loss | 0.6991 | 0.6061 | 0.8251 | 0.6457 | 0.5788 | 0.7308 |
Largest Winning Trade | 12135 | 7131 | 12135 | 11459 | 10527 | 11459 |
Largest Losing Trade | -22139 | -13517 | -22139 | -37015 | -18921 | -37015 |
Avg Bars in Trades | 129 | 128 | 131 | 129 | 128 | 131 |
Avg Bars in Winners | 80 | 73 | 88 | 80 | 73 | 88 |
Avg Bars in Losers | 218 | 231 | 205 | 218 | 231 | 205 |
Bars Traded | 24569 | 12099 | 12468 | 24569 | 12099 | 12468 |
Profit Streak | 4.9962 | 11.3608 | 4.9962 | 4.9962 | 11.3608 | 4.9962 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305473 | -199731 | 207115 | -48935 | -299686 | -25715 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 64, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 237, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 64, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 237, "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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