Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1230529.1382 | 1027224.0622 | 203305.076 | 4435395.6168 | 2609229.0998 | 1826166.517 |
Total P&L (%) | 1230.5291 | 1027.2241 | 203.3051 | 4435.3956 | 2609.2291 | 1826.1665 |
Avg Daily Profit (%) | 0.5305 | 0.4429 | 0.0877 | 0.1646 | 0.1423 | 0.1276 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121135 | -81424 | -237101 | -5770904 | -5596519 | -2279609 |
Profit Factor | 1.7882 | 2.3475 | 1.2545 | 1.1891 | 1.2188 | 1.1584 |
Total Trades | 411 | 205 | 206 | 411 | 205 | 206 |
Winning Trades | 131 | 58 | 73 | 131 | 58 | 73 |
Losing Trades | 280 | 147 | 133 | 280 | 147 | 133 |
Profitability (%) | 31.8735 | 28.2927 | 35.4369 | 31.8735 | 28.2927 | 35.4369 |
Ratio Avg Win / Avg Loss | 3.8221 | 5.9498 | 2.2856 | 2.5416 | 3.089 | 2.1105 |
Largest Winning Trade | 557300 | 557300 | 61862 | 5594828 | 5594828 | 1254737 |
Largest Losing Trade | -24721 | -21419 | -24721 | -1354067 | -1071967 | -1354067 |
Avg Bars in Trades | 22 | 20 | 24 | 22 | 20 | 24 |
Avg Bars in Winners | 49 | 48 | 50 | 49 | 48 | 50 |
Avg Bars in Losers | 9 | 9 | 10 | 9 | 9 | 10 |
Bars Traded | 9219 | 4199 | 5020 | 9219 | 4199 | 5020 |
Profit Streak | 17.039 | 0 | 18.289 | 17.039 | 0 | 18.289 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 367258 | 2779 | -79322 | -7714 | -16410 | -71702 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 41, "offset": 0 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 41, "offset": 0 } }, "second_band": { "type": "vwap", "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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