Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 265649.2653 | 282550.8215 | -16901.5562 | 263452.1538 | 1340132.6931 | -1076680.5394 |
Total P&L (%) | 265.6493 | 282.5508 | -16.9016 | 263.4522 | 1340.1327 | -1076.6805 |
Avg Daily Profit (%) | 0.255 | 0.2712 | -0.0162 | 0.124 | 0.2564 | 0 |
Buy And Hold Return (%) | 352.3299 | 352.3299 | 352.3299 | 352.3299 | 352.3299 | 352.3299 |
Max Trade Drawdown | -137882 | -74602 | -114628 | -1357816 | -506397 | -1425415 |
Profit Factor | 1.3508 | 1.7809 | 0.9573 | 1.0595 | 1.7346 | 0.586 |
Total Trades | 294 | 147 | 147 | 294 | 147 | 147 |
Winning Trades | 162 | 84 | 78 | 162 | 84 | 78 |
Losing Trades | 132 | 63 | 69 | 132 | 63 | 69 |
Profitability (%) | 55.102 | 57.1429 | 53.0612 | 55.102 | 57.1429 | 53.0612 |
Ratio Avg Win / Avg Loss | 1.1006 | 1.3357 | 0.8468 | 0.8633 | 1.301 | 0.5184 |
Largest Winning Trade | 71779 | 71779 | 34771 | 423255 | 423255 | 166764 |
Largest Losing Trade | -30724 | -24989 | -30724 | -450973 | -152727 | -450973 |
Avg Bars in Trades | 83 | 74 | 92 | 83 | 74 | 92 |
Avg Bars in Winners | 82 | 63 | 103 | 82 | 63 | 103 |
Avg Bars in Losers | 84 | 88 | 81 | 84 | 88 | 81 |
Bars Traded | 24542 | 10880 | 13662 | 24542 | 10880 | 13662 |
Profit Streak | 0 | 15.7649 | 0 | 0 | 15.7649 | 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 | -155093 | -153940 | -580546 | -347804 | 347064 | -580546 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 224, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 114, "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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