Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 367845.433 | 326220.9833 | 41624.4497 | 21462.5625 | -191876.9927 | 213339.5552 |
Total P&L (%) | 367.8454 | 326.221 | 41.6245 | 21.4626 | -191.877 | 213.3396 |
Avg Daily Profit (%) | 0.1905 | 0.1689 | 0.0216 | 0.0101 | 0 | 0.0592 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -163110 | -167842 | -39240 | -698142 | -809970 | -89173 |
Profit Factor | 1.8356 | 2.048 | 1.3228 | 1.0166 | 0.817 | 1.8863 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Profitability (%) | 48.3871 | 41.9355 | 54.8387 | 48.3871 | 41.9355 | 54.8387 |
Ratio Avg Win / Avg Loss | 1.958 | 2.8357 | 1.0894 | 1.0844 | 1.1313 | 1.5534 |
Largest Winning Trade | 354474 | 354474 | 30028 | 520742 | 520742 | 98196 |
Largest Losing Trade | -41047 | -41047 | -31067 | -253762 | -253762 | -66208 |
Avg Bars in Trades | 86 | 145 | 28 | 86 | 145 | 28 |
Avg Bars in Winners | 89 | 157 | 37 | 89 | 157 | 37 |
Avg Bars in Losers | 84 | 137 | 16 | 84 | 137 | 16 |
Bars Traded | 5391 | 4515 | 876 | 5391 | 4515 | 876 |
Profit Streak | 74.7079 | 95.7079 | 0 | 74.7079 | 95.7079 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147546 | 310741 | -165054 | -546081 | -581728 | -109475 |
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{ "first_band": { "type": "vwma", "factors": { "length": 234, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 242, "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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