Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1288971.017 | 1255705.0287 | 33265.9883 | -1591.2474 | -82740.9156 | 81149.6682 |
Total P&L (%) | 1288.971 | 1255.705 | 33.266 | -1.5912 | -82.7409 | 81.1497 |
Avg Daily Profit (%) | 0.5483 | 0.5342 | 0.0142 | -0.0007 | -0.0747 | 0.0253 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152075 | -103671 | -159238 | -280878 | -233970 | -188452 |
Profit Factor | 2.2256 | 3.6244 | 1.058 | 0.999 | 0.8843 | 1.0929 |
Total Trades | 304 | 152 | 152 | 304 | 152 | 152 |
Winning Trades | 133 | 58 | 75 | 133 | 58 | 75 |
Losing Trades | 171 | 94 | 77 | 171 | 94 | 77 |
Profitability (%) | 43.75 | 38.1579 | 49.3421 | 43.75 | 38.1579 | 49.3421 |
Ratio Avg Win / Avg Loss | 2.8615 | 5.874 | 1.0863 | 1.2844 | 1.4332 | 1.1221 |
Largest Winning Trade | 1345376 | 1345376 | 57228 | 180266 | 180266 | 110823 |
Largest Losing Trade | -41367 | -34707 | -41367 | -108388 | -74456 | -108388 |
Avg Bars in Trades | 45 | 42 | 48 | 45 | 42 | 48 |
Avg Bars in Winners | 64 | 63 | 66 | 64 | 63 | 66 |
Avg Bars in Losers | 30 | 30 | 31 | 30 | 30 | 31 |
Bars Traded | 13875 | 6512 | 7363 | 13875 | 6512 | 7363 |
Profit Streak | 5.1054 | 5.272 | 5.1054 | 5.1054 | 5.272 | 5.1054 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 561345 | 504968 | -332745 | -578768 | -582764 | -276716 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 178 } }, "second_band": { "type": "vwma", "factors": { "length": 107, "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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