Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 190478.6705 | 329917.778 | -139439.1075 | -94381.0326 | 213121.7276 | -307502.7602 |
Total P&L (%) | 190.4787 | 329.9178 | -139.4391 | -94.381 | 213.1217 | -307.5028 |
Avg Daily Profit (%) | 0.0985 | 0.1705 | -0.0721 | -0.1487 | 0.059 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -423701 | -291595 | -213205 | -710588 | -636797 | -353478 |
Profit Factor | 1.1528 | 1.4175 | 0.6947 | 0.9543 | 1.1598 | 0.5801 |
Total Trades | 237 | 118 | 119 | 237 | 118 | 119 |
Winning Trades | 124 | 66 | 58 | 124 | 66 | 58 |
Losing Trades | 113 | 52 | 61 | 113 | 52 | 61 |
Profitability (%) | 52.3207 | 55.9322 | 48.7395 | 52.3207 | 55.9322 | 48.7395 |
Ratio Avg Win / Avg Loss | 1.0505 | 1.1168 | 0.7306 | 0.8697 | 0.9138 | 0.6101 |
Largest Winning Trade | 190116 | 190116 | 21825 | 326436 | 326436 | 81831 |
Largest Losing Trade | -63825 | -63825 | -38336 | -404188 | -404188 | -257616 |
Avg Bars in Trades | 95 | 169 | 21 | 95 | 169 | 21 |
Avg Bars in Winners | 75 | 122 | 21 | 75 | 122 | 21 |
Avg Bars in Losers | 117 | 229 | 21 | 117 | 229 | 21 |
Bars Traded | 22620 | 20041 | 2579 | 22620 | 20041 | 2579 |
Profit Streak | 0 | 69.861 | 0 | 0 | 69.861 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -112485 | 348047 | -581228 | -579236 | -159060 | -581228 |
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{ "first_band": { "type": "bbl", "factors": { "length": 81, "offset": 0, "std": 1.32782 } }, "second_band": { "type": "vwma", "factors": { "length": 63, "offset": 59 } } }
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{ "first_band": { "type": "bbl", "factors": { "length": 81, "offset": 0, "std": 1.32782 } }, "second_band": { "type": "vwma", "factors": { "length": 63, "offset": 59 } } }
# | 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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