Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 264582.4507 | 75844.6706 | 188737.7802 | 282396.3367 | -79398.0362 | 361794.3729 |
Total P&L (%) | 264.5825 | 75.8447 | 188.7378 | 282.3963 | -79.398 | 361.7944 |
Avg Daily Profit (%) | 0.1776 | 0.0509 | 0.1267 | 0.0901 | -0.106 | 0.1028 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64444 | -66242 | -37850 | -408110 | -470574 | -131907 |
Profit Factor | 1.949 | 1.3665 | 3.6258 | 1.2969 | 0.8922 | 2.6837 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 85 | 40 | 45 | 85 | 40 | 45 |
Losing Trades | 12 | 8 | 4 | 12 | 8 | 4 |
Profitability (%) | 87.6289 | 83.3333 | 91.8367 | 87.6289 | 83.3333 | 91.8367 |
Ratio Avg Win / Avg Loss | 0.2751 | 0.2733 | 0.3223 | 0.1831 | 0.1784 | 0.2386 |
Largest Winning Trade | 24717 | 24717 | 16130 | 57182 | 57182 | 50359 |
Largest Losing Trade | -64444 | -64444 | -37850 | -398439 | -398439 | -131907 |
Avg Bars in Trades | 26 | 35 | 17 | 26 | 35 | 17 |
Avg Bars in Winners | 12 | 11 | 12 | 12 | 11 | 12 |
Avg Bars in Losers | 126 | 153 | 73 | 126 | 153 | 73 |
Bars Traded | 2563 | 1702 | 861 | 2563 | 1702 | 861 |
Profit Streak | 14.2168 | 88.7168 | 14.2168 | 14.2168 | 88.7168 | 14.2168 |
Trades During Streak | 4 | 5 | 2 | 4 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 552730 | -120339 | -13358 | -67288 | -575028 | -46951 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 190, "offset": 0 } } }
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# | 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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