Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -131246.1838 | 97441.986 | -228688.1699 | 1112642.2695 | 907684.3153 | 204957.9542 |
Total P&L (%) | -131.2462 | 97.442 | -228.6882 | 1112.6423 | 907.6843 | 204.958 |
Avg Daily Profit (%) | -0.0882 | 0.0655 | -0.1536 | 0.1678 | 0.1553 | 0.0749 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -506136 | -132848 | -399888 | -881146 | -455508 | -717171 |
Profit Factor | 0.8743 | 1.3129 | 0.6878 | 1.3667 | 1.7079 | 1.117 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 66 | 33 | 33 | 68 | 37 | 31 |
Losing Trades | 44 | 22 | 22 | 42 | 18 | 24 |
Profitability (%) | 60 | 60 | 60 | 61.8182 | 67.2727 | 56.3636 |
Ratio Avg Win / Avg Loss | 0.5829 | 0.8753 | 0.4586 | 0.8441 | 0.8309 | 0.8648 |
Largest Winning Trade | 83409 | 83409 | 68240 | 358055 | 358055 | 356546 |
Largest Losing Trade | -356962 | -42227 | -356962 | -523916 | -439378 | -523916 |
Avg Bars in Trades | 78 | 54 | 103 | 78 | 54 | 103 |
Avg Bars in Winners | 79 | 40 | 118 | 66 | 48 | 86 |
Avg Bars in Losers | 78 | 75 | 80 | 99 | 66 | 124 |
Bars Traded | 8669 | 3000 | 5669 | 8669 | 3000 | 5669 |
Profit Streak | 32.9022 | 32.9022 | 84.7355 | 32.9022 | 32.9022 | 84.7355 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578193 | -285244 | -758172 | 338657 | -169160 | -364276 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 215, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 151, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 215, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 151, "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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