Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 282642.177 | 136107.2177 | 146534.9593 | -23512.95 | 61652.0567 | -85165.0067 |
Total P&L (%) | 282.6422 | 136.1072 | 146.535 | -23.513 | 61.6521 | -85.165 |
Avg Daily Profit (%) | 0.1918 | 0.0924 | 0.0995 | -0.0182 | 0.0326 | -0.1294 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106919 | -59131 | -115590 | -729968 | -368879 | -572397 |
Profit Factor | 1.5567 | 1.5513 | 1.5618 | 0.9843 | 1.0865 | 0.8914 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 60 | 58 | 62 | 60 | 58 | 62 |
Ratio Avg Win / Avg Loss | 1.0378 | 1.1234 | 0.9572 | 0.6562 | 0.7867 | 0.5463 |
Largest Winning Trade | 109207 | 109207 | 39992 | 238818 | 238818 | 125701 |
Largest Losing Trade | -80957 | -59131 | -80957 | -392856 | -253085 | -392856 |
Avg Bars in Trades | 40 | 29 | 50 | 40 | 29 | 50 |
Avg Bars in Winners | 24 | 16 | 32 | 24 | 16 | 32 |
Avg Bars in Losers | 63 | 47 | 81 | 63 | 47 | 81 |
Bars Traded | 4010 | 1463 | 2547 | 4010 | 1463 | 2547 |
Profit Streak | 0 | 54.3964 | 0 | 0 | 54.3964 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 387594 | -246190 | -238678 | -579215 | -455156 | -759277 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 183, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 199, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 183, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 199, "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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