Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 232528.4497 | 86654.4211 | 145874.0286 | 324845.0374 | 83506.1807 | 241338.8567 |
Total P&L (%) | 232.5285 | 86.6544 | 145.874 | 324.845 | 83.5062 | 241.3389 |
Avg Daily Profit (%) | 0.2067 | 0.077 | 0.1297 | 0.1287 | 0.054 | 0.1092 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58812 | -81129 | -50019 | -159052 | -110769 | -107833 |
Profit Factor | 1.6133 | 1.38 | 1.9656 | 1.4711 | 1.1995 | 1.8906 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 66 | 30 | 36 | 66 | 30 | 36 |
Losing Trades | 52 | 29 | 23 | 52 | 29 | 23 |
Profitability (%) | 55.9322 | 50.8475 | 61.0169 | 55.9322 | 50.8475 | 61.0169 |
Ratio Avg Win / Avg Loss | 1.2711 | 1.334 | 1.2558 | 1.159 | 1.1595 | 1.2079 |
Largest Winning Trade | 47821 | 47821 | 40329 | 83153 | 83153 | 66299 |
Largest Losing Trade | -36499 | -21362 | -36499 | -70447 | -54468 | -70447 |
Avg Bars in Trades | 27 | 22 | 31 | 27 | 22 | 31 |
Avg Bars in Winners | 31 | 24 | 36 | 31 | 24 | 36 |
Avg Bars in Losers | 22 | 20 | 23 | 22 | 20 | 23 |
Bars Traded | 3208 | 1342 | 1866 | 3208 | 1342 | 1866 |
Profit Streak | 30.1476 | 35.1476 | 30.1476 | 30.1476 | 35.1476 | 30.1476 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 431419 | -265282 | -192007 | -17760 | -297671 | -219455 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 109, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 109, "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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