Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 823753.037 | 595927.8998 | 227825.1372 | 1918893.3362 | 1422780.807 | 496112.5292 |
Total P&L (%) | 823.753 | 595.9279 | 227.8251 | 1918.8933 | 1422.7808 | 496.1125 |
Avg Daily Profit (%) | 0.5562 | 0.4023 | 0.1538 | 0.2031 | 0.184 | 0.1206 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104201 | -111903 | -44602 | -4218202 | -3174065 | -1715070 |
Profit Factor | 1.99 | 2.2634 | 1.6321 | 1.1026 | 1.1353 | 1.0607 |
Total Trades | 231 | 115 | 116 | 231 | 115 | 116 |
Winning Trades | 84 | 35 | 49 | 84 | 35 | 49 |
Losing Trades | 147 | 80 | 67 | 147 | 80 | 67 |
Profitability (%) | 36.3636 | 30.4348 | 42.2414 | 36.3636 | 30.4348 | 42.2414 |
Ratio Avg Win / Avg Loss | 3.4825 | 5.1736 | 2.2317 | 1.9296 | 2.5949 | 1.4503 |
Largest Winning Trade | 445441 | 445441 | 39459 | 2716194 | 2716194 | 820927 |
Largest Losing Trade | -20632 | -20632 | -18343 | -862980 | -862980 | -804418 |
Avg Bars in Trades | 76 | 63 | 89 | 76 | 63 | 89 |
Avg Bars in Winners | 134 | 114 | 149 | 134 | 114 | 149 |
Avg Bars in Losers | 42 | 40 | 44 | 42 | 40 | 44 |
Bars Traded | 17613 | 7254 | 10359 | 17613 | 7254 | 10359 |
Profit Streak | 11.3519 | 0 | 14.6853 | 11.3519 | 0 | 14.6853 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 410514 | 223869 | 275147 | -101915 | -70579 | -188475 |
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{ "first_band": { "type": "vwma", "factors": { "length": 125, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 34, "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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