Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -924337.4667 | -211835.7275 | -712501.7392 | -93463.7613 | 895717.5022 | -989181.2635 |
Total P&L (%) | -924.3375 | -211.8357 | -712.5017 | -93.4638 | 895.7175 | -989.1813 |
Avg Daily Profit (%) | -0.6256 | -0.1434 | -0.4822 | -0.1845 | 0.1557 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1069601 | -298100 | -792036 | -1198188 | -272104 | -1541569 |
Profit Factor | 0.5652 | 0.7288 | 0.4701 | 0.9756 | 1.7652 | 0.6284 |
Total Trades | 386 | 193 | 193 | 386 | 193 | 193 |
Winning Trades | 261 | 120 | 141 | 215 | 109 | 106 |
Losing Trades | 125 | 73 | 52 | 171 | 84 | 87 |
Profitability (%) | 67.6166 | 62.1762 | 73.057 | 55.6995 | 56.4767 | 54.9223 |
Ratio Avg Win / Avg Loss | 0.2707 | 0.4434 | 0.1734 | 0.776 | 1.3603 | 0.5158 |
Largest Winning Trade | 18957 | 18957 | 17102 | 643873 | 247376 | 643873 |
Largest Losing Trade | -608490 | -37424 | -608490 | -1069791 | -74586 | -1069791 |
Avg Bars in Trades | 7 | 8 | 6 | 7 | 8 | 6 |
Avg Bars in Winners | 3 | 4 | 3 | 5 | 6 | 4 |
Avg Bars in Losers | 15 | 16 | 13 | 9 | 11 | 8 |
Bars Traded | 2925 | 1709 | 1216 | 2925 | 1709 | 1216 |
Profit Streak | 14.6944 | 29.1944 | 14.6944 | 14.6944 | 29.1944 | 14.6944 |
Trades During Streak | 4 | 5 | 2 | 4 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574648 | -576929 | -575982 | -576193 | 468144 | -578333 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 13, "offset": 0 } } }
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 13, "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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