Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 557828.0282 | 804539.5604 | -246711.5322 | -100143.7642 | 133223.4686 | -233367.2327 |
Total P&L (%) | 557.828 | 804.5396 | -246.7115 | -100.1438 | 133.2235 | -233.3672 |
Avg Daily Profit (%) | 0.2412 | 0.3479 | -0.1067 | 0 | 0.0366 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -313867 | -180394 | -341933 | -148988 | -45221 | -249266 |
Profit Factor | 1.4602 | 2.7697 | 0.6743 | 0.7756 | 2.2464 | 0.3122 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 40 | 17 | 23 | 50 | 28 | 22 |
Losing Trades | 59 | 32 | 27 | 49 | 21 | 28 |
Profitability (%) | 40.404 | 34.6939 | 46 | 50.5051 | 57.1429 | 44 |
Ratio Avg Win / Avg Loss | 2.1538 | 5.2135 | 0.7916 | 0.76 | 1.6848 | 0.3973 |
Largest Winning Trade | 592952 | 592952 | 58632 | 58886 | 58886 | 32681 |
Largest Losing Trade | -106475 | -79195 | -106475 | -102307 | -45221 | -102307 |
Avg Bars in Trades | 65 | 90 | 41 | 65 | 90 | 41 |
Avg Bars in Winners | 89 | 128 | 59 | 71 | 100 | 34 |
Avg Bars in Losers | 49 | 70 | 25 | 60 | 77 | 47 |
Bars Traded | 6506 | 4432 | 2074 | 6506 | 4432 | 2074 |
Profit Streak | 97.1293 | 99.7959 | 97.1293 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 289966 | 334500 | -761829 | -580448 | -138669 | -763166 |
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{ "first_band": { "type": "vwma", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 211, "offset": 0 } } }
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# | 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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