Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 102553.4843 | 213230.62 | -110677.1357 | -140015.4807 | 165338.2215 | -305353.7022 |
Total P&L (%) | 102.5535 | 213.2306 | -110.6771 | -140.0155 | 165.3382 | -305.3537 |
Avg Daily Profit (%) | 0.0726 | 0.151 | -0.0784 | 0 | 0.0691 | 0 |
Buy And Hold Return (%) | 65.2186 | 65.2186 | 65.2186 | 65.2186 | 65.2186 | 65.2186 |
Max Trade Drawdown | -275125 | -109106 | -203620 | -541142 | -113563 | -537026 |
Profit Factor | 1.1499 | 1.9958 | 0.7645 | 0.8396 | 1.8528 | 0.5502 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 58 | 29 | 29 | 36 | 17 | 19 |
Losing Trades | 31 | 15 | 16 | 53 | 27 | 26 |
Profitability (%) | 65.1685 | 65.9091 | 64.4444 | 40.4494 | 38.6364 | 42.2222 |
Ratio Avg Win / Avg Loss | 0.6146 | 1.0323 | 0.4218 | 1.236 | 2.9427 | 0.7529 |
Largest Winning Trade | 46624 | 46624 | 45494 | 131615 | 114388 | 131615 |
Largest Losing Trade | -163868 | -50896 | -163868 | -477675 | -34145 | -477675 |
Avg Bars in Trades | 44 | 46 | 42 | 44 | 46 | 42 |
Avg Bars in Winners | 38 | 40 | 36 | 47 | 58 | 38 |
Avg Bars in Losers | 55 | 59 | 52 | 42 | 39 | 45 |
Bars Traded | 3965 | 2055 | 1911 | 3965 | 2055 | 1911 |
Profit Streak | 483.8459 | 0 | 570.1792 | 0 | 493.1792 | 0 |
Trades During Streak | 1 | 0 | 3 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -159915 | 328768 | -577505 | -582587 | -104412 | -583736 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 87, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 128, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 87, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 128, "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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