Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 956947.6001 | 866982.6913 | 89964.9088 | 1868002.2468 | 897635.2059 | 970367.0409 |
Total P&L (%) | 956.9476 | 866.9827 | 89.9649 | 1868.0022 | 897.6352 | 970.367 |
Avg Daily Profit (%) | 0.4132 | 0.3743 | 0.0388 | 0.1287 | 0.0994 | 0.1024 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111954 | -99767 | -64879 | -3431056 | -3379298 | -1523108 |
Profit Factor | 2.4306 | 3.3214 | 1.3045 | 1.13 | 1.1029 | 1.1721 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 50.6024 | 52.381 | 48.7805 | 50.6024 | 52.381 | 48.7805 |
Ratio Avg Win / Avg Loss | 2.3728 | 3.0194 | 1.3698 | 1.1031 | 1.0026 | 1.2307 |
Largest Winning Trade | 429749 | 429749 | 78590 | 2235655 | 2235655 | 2043236 |
Largest Losing Trade | -48193 | -43091 | -48193 | -1303627 | -1303627 | -1270831 |
Avg Bars in Trades | 102 | 78 | 128 | 102 | 78 | 128 |
Avg Bars in Winners | 132 | 91 | 177 | 132 | 91 | 177 |
Avg Bars in Losers | 72 | 63 | 81 | 72 | 63 | 81 |
Bars Traded | 8548 | 3291 | 5257 | 8548 | 3291 | 5257 |
Profit Streak | 48.0259 | 48.0259 | 49.7759 | 48.0259 | 48.0259 | 49.7759 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 514111 | 604477 | -140775 | -98427 | -166344 | -86957 |
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{ "first_band": { "type": "midprice", "factors": { "length": 217, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 48, "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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