Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 681816.2361 | 433422.3072 | 248393.9289 | 222928.3403 | 117871.5409 | 105056.7994 |
Total P&L (%) | 681.8162 | 433.4223 | 248.3939 | 222.9283 | 117.8715 | 105.0568 |
Avg Daily Profit (%) | 0.4288 | 0.2726 | 0.1562 | 0.0738 | 0.049 | 0.0452 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122444 | -74066 | -133508 | -111023 | -68475 | -112502 |
Profit Factor | 1.5908 | 1.7579 | 1.4267 | 1.339 | 1.3562 | 1.3217 |
Total Trades | 378 | 189 | 189 | 378 | 189 | 189 |
Winning Trades | 237 | 119 | 118 | 237 | 119 | 118 |
Losing Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Profitability (%) | 62.6984 | 62.963 | 62.4339 | 62.6984 | 62.963 | 62.4339 |
Ratio Avg Win / Avg Loss | 0.9464 | 1.0341 | 0.8584 | 0.7966 | 0.7977 | 0.7952 |
Largest Winning Trade | 69638 | 69638 | 38181 | 64652 | 29725 | 64652 |
Largest Losing Trade | -93915 | -45075 | -93915 | -72617 | -32099 | -72617 |
Avg Bars in Trades | 49 | 50 | 48 | 49 | 50 | 48 |
Avg Bars in Winners | 47 | 43 | 52 | 47 | 43 | 52 |
Avg Bars in Losers | 52 | 63 | 42 | 52 | 63 | 42 |
Bars Traded | 18790 | 9559 | 9231 | 18790 | 9559 | 9231 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 497156 | 452801 | 305429 | -92193 | -126615 | -131980 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 184, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 224, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 184, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 224, "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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