Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -192090.4788 | 96065.499 | -288155.9778 | 3867057.3767 | 269621.3029 | 3597436.0738 |
Total P&L (%) | -192.0905 | 96.0655 | -288.156 | 3867.0574 | 269.6213 | 3597.4361 |
Avg Daily Profit (%) | -0.0887 | 0.0444 | -0.133 | 0.1701 | 0.0604 | 0.1668 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -593725 | -57998 | -587720 | -3808954 | -2020431 | -2326593 |
Profit Factor | 0.8181 | 1.4733 | 0.6623 | 1.4004 | 1.0707 | 1.6154 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 78 | 37 | 41 | 76 | 36 | 40 |
Losing Trades | 48 | 26 | 22 | 50 | 27 | 23 |
Profitability (%) | 61.9048 | 58.7302 | 65.0794 | 60.3175 | 57.1429 | 63.4921 |
Ratio Avg Win / Avg Loss | 0.5035 | 1.0353 | 0.3554 | 0.9213 | 0.803 | 0.9289 |
Largest Winning Trade | 59699 | 38884 | 59699 | 1185264 | 486084 | 1185264 |
Largest Losing Trade | -362321 | -30413 | -362321 | -1688163 | -1134484 | -1688163 |
Avg Bars in Trades | 100 | 31 | 169 | 100 | 31 | 169 |
Avg Bars in Winners | 93 | 28 | 151 | 105 | 30 | 172 |
Avg Bars in Losers | 112 | 36 | 202 | 93 | 33 | 164 |
Bars Traded | 12683 | 1989 | 10694 | 12683 | 1989 | 10694 |
Profit Streak | 19.4839 | 0 | 20.8172 | 19.4839 | 0 | 20.8172 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578343 | -278072 | -724447 | 325506 | -402462 | -135840 |
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{ "first_band": { "type": "bbu", "factors": { "length": 41, "offset": 0, "std": 3.23351 } }, "second_band": { "type": "vwma", "factors": { "length": 172, "offset": 0 } } }
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# | 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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