Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 683096.3974 | 501396.4381 | 181699.9594 | 4478961.5451 | 877217.7981 | 3601743.747 |
Total P&L (%) | 683.0964 | 501.3964 | 181.7 | 4478.9615 | 877.2178 | 3601.7437 |
Avg Daily Profit (%) | 0.3688 | 0.2707 | 0.0981 | 0.2067 | 0.1232 | 0.1952 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102281 | -72760 | -71682 | -7114258 | -4690429 | -5234716 |
Profit Factor | 1.4179 | 1.6106 | 1.2234 | 1.0639 | 1.0244 | 1.1056 |
Total Trades | 794 | 397 | 397 | 794 | 397 | 397 |
Winning Trades | 249 | 117 | 132 | 249 | 117 | 132 |
Losing Trades | 545 | 280 | 265 | 545 | 280 | 265 |
Profitability (%) | 31.3602 | 29.471 | 33.2494 | 31.3602 | 29.471 | 33.2494 |
Ratio Avg Win / Avg Loss | 3.1035 | 3.8543 | 2.4561 | 2.3287 | 2.4515 | 2.2197 |
Largest Winning Trade | 138197 | 138197 | 44587 | 2734126 | 2734126 | 2111339 |
Largest Losing Trade | -13613 | -13613 | -12384 | -1059238 | -752298 | -1059238 |
Avg Bars in Trades | 27 | 25 | 29 | 27 | 25 | 29 |
Avg Bars in Winners | 58 | 55 | 61 | 58 | 55 | 61 |
Avg Bars in Losers | 13 | 13 | 14 | 13 | 13 | 14 |
Bars Traded | 22118 | 10242 | 11876 | 22118 | 10242 | 11876 |
Profit Streak | 7.7279 | 0 | 8.6446 | 7.7279 | 0 | 8.6446 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332978 | 121646 | -65324 | -143139 | -229082 | -99265 |
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{ "first_band": { "type": "vwma", "factors": { "length": 57, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 4, "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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