Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 503091.008 | 448946.6782 | 54144.3299 | 1006566.7151 | 989099.4662 | 17467.2489 |
Total P&L (%) | 503.091 | 448.9467 | 54.1443 | 1006.5667 | 989.0995 | 17.4672 |
Avg Daily Profit (%) | 0.3563 | 0.318 | 0.0383 | 0.1704 | 0.1693 | 0.0114 |
Buy And Hold Return (%) | 58.4217 | 58.4217 | 58.4217 | 58.4217 | 58.4217 | 58.4217 |
Max Trade Drawdown | -76683 | -70910 | -69539 | -758674 | -533077 | -584693 |
Profit Factor | 2.3035 | 3.0887 | 1.3166 | 1.3821 | 1.6279 | 1.0165 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Profitability (%) | 44.0678 | 46.6667 | 41.3793 | 44.0678 | 46.6667 | 41.3793 |
Ratio Avg Win / Avg Loss | 2.9236 | 3.5299 | 1.8652 | 1.7542 | 1.8604 | 1.44 |
Largest Winning Trade | 176700 | 176700 | 56499 | 841779 | 841779 | 287356 |
Largest Losing Trade | -29419 | -29419 | -21845 | -211817 | -211817 | -170866 |
Avg Bars in Trades | 67 | 51 | 82 | 67 | 51 | 82 |
Avg Bars in Winners | 95 | 80 | 113 | 95 | 80 | 113 |
Avg Bars in Losers | 44 | 26 | 61 | 44 | 26 | 61 |
Bars Traded | 3958 | 1554 | 2404 | 3958 | 1554 | 2404 |
Profit Streak | 0 | 0 | 588.5169 | 0 | 0 | 588.5169 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -168047 | 474717 | -308608 | -172325 | 342477 | -548218 |
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{ "first_band": { "type": "vwma", "factors": { "length": 131, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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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