Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1610489.8513 | 1490857.1737 | 119632.6776 | 122590164.992 | 157840250.627 | -35250085.635 |
Total P&L (%) | 1610.4899 | 1490.8572 | 119.6327 | 122590.165 | 157840.2506 | -35250.0856 |
Avg Daily Profit (%) | 0.881 | 0.8156 | 0.0654 | 0.3898 | 0.4037 | 0 |
Buy And Hold Return (%) | 7170.2703 | 7170.2703 | 7170.2703 | 7170.2703 | 7170.2703 | 7170.2703 |
Max Trade Drawdown | -97078 | -76865 | -179700 | -127555960 | -96611601 | -118075799 |
Profit Factor | 2.4839 | 3.9018 | 1.2093 | 1.2379 | 1.6039 | 0.8612 |
Total Trades | 197 | 99 | 98 | 197 | 99 | 98 |
Winning Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Losing Trades | 112 | 57 | 55 | 112 | 57 | 55 |
Profitability (%) | 43.1472 | 42.4242 | 43.8776 | 43.1472 | 42.4242 | 43.8776 |
Ratio Avg Win / Avg Loss | 3.2729 | 5.2952 | 1.5468 | 1.6311 | 2.1767 | 1.1016 |
Largest Winning Trade | 465145 | 465145 | 58963 | 117781614 | 117781614 | 28318958 |
Largest Losing Trade | -51178 | -28707 | -51178 | -42968217 | -42968217 | -29750249 |
Avg Bars in Trades | 109 | 106 | 113 | 109 | 106 | 113 |
Avg Bars in Winners | 177 | 182 | 174 | 177 | 182 | 174 |
Avg Bars in Losers | 57 | 50 | 65 | 57 | 50 | 65 |
Bars Traded | 21616 | 10523 | 11093 | 21616 | 10523 | 11093 |
Profit Streak | 0 | 0 | 294.4856 | 0 | 0 | 294.4856 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149441 | -148845 | -272389 | 318308 | 344818 | -580817 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 28, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 28, "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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