Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -914211.2905 | -266671.7404 | -647539.5501 | -99221.3508 | 843504.5016 | -942725.8524 |
Total P&L (%) | -914.2113 | -266.6717 | -647.5396 | -99.2214 | 843.5045 | -942.7259 |
Avg Daily Profit (%) | -0.6158 | -0.1796 | -0.4362 | -0.3265 | 0.1513 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1088242 | -387709 | -738387 | -1473509 | -252626 | -1220882 |
Profit Factor | 0.452 | 0.5767 | 0.3763 | 0.9426 | 3.2335 | 0.3016 |
Total Trades | 246 | 123 | 123 | 246 | 123 | 123 |
Winning Trades | 180 | 77 | 103 | 126 | 62 | 64 |
Losing Trades | 66 | 46 | 20 | 120 | 61 | 59 |
Profitability (%) | 73.1707 | 62.6016 | 83.7398 | 51.2195 | 50.4065 | 52.0325 |
Ratio Avg Win / Avg Loss | 0.1657 | 0.3445 | 0.0731 | 0.8977 | 3.1813 | 0.2781 |
Largest Winning Trade | 18655 | 18655 | 15091 | 640586 | 640586 | 121138 |
Largest Losing Trade | -343223 | -65492 | -343223 | -1026896 | -127324 | -1026896 |
Avg Bars in Trades | 35 | 45 | 25 | 35 | 45 | 25 |
Avg Bars in Winners | 13 | 15 | 11 | 34 | 44 | 24 |
Avg Bars in Losers | 97 | 96 | 99 | 37 | 47 | 26 |
Bars Traded | 8783 | 5648 | 3135 | 8783 | 5648 | 3135 |
Profit Streak | 3.9091 | 3.9091 | 74.5758 | 3.9091 | 3.9091 | 74.5758 |
Trades During Streak | 4 | 2 | 8 | 4 | 2 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575869 | -579216 | -574593 | -578714 | 496185 | -578860 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 3, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 102, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 3, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 102, "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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