Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 452352.3855 | 437144.6314 | 15207.7541 | -18822.9115 | 251025.9735 | -269848.885 |
Total P&L (%) | 452.3524 | 437.1446 | 15.2078 | -18.8229 | 251.026 | -269.8489 |
Avg Daily Profit (%) | 0.245 | 0.2368 | 0.0082 | -0.0113 | 0.068 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153254 | -148276 | -109548 | -748540 | -454228 | -454676 |
Profit Factor | 1.596 | 2.1497 | 1.0402 | 0.9873 | 1.3671 | 0.6609 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Losing Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Profitability (%) | 51.7241 | 51.7241 | 51.7241 | 51.7241 | 51.7241 | 51.7241 |
Ratio Avg Win / Avg Loss | 1.4896 | 2.0064 | 0.9708 | 0.9215 | 1.276 | 0.6168 |
Largest Winning Trade | 443238 | 443238 | 56394 | 564514 | 564514 | 110973 |
Largest Losing Trade | -52109 | -52109 | -51300 | -404704 | -200200 | -404704 |
Avg Bars in Trades | 92 | 99 | 85 | 92 | 99 | 85 |
Avg Bars in Winners | 121 | 136 | 105 | 121 | 136 | 105 |
Avg Bars in Losers | 61 | 59 | 63 | 61 | 59 | 63 |
Bars Traded | 10735 | 5777 | 4958 | 10735 | 5777 | 4958 |
Profit Streak | 0 | 96.9712 | 0 | 0 | 96.9712 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 375483 | -166449 | -549762 | -580246 | -280075 | -760609 |
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{ "first_band": { "type": "vwma", "factors": { "length": 30, "offset": 163 } }, "second_band": { "type": "midprice", "factors": { "length": 247, "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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