Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1024084.5604 | 886290.9931 | 137793.5672 | 1590349.738 | 1134805.1091 | 455544.6289 |
Total P&L (%) | 1024.0846 | 886.291 | 137.7936 | 1590.3497 | 1134.8051 | 455.5446 |
Avg Daily Profit (%) | 0.442 | 0.3825 | 0.0595 | 0.1221 | 0.1085 | 0.074 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146351 | -101744 | -202657 | -4230655 | -3659608 | -1649533 |
Profit Factor | 1.7428 | 2.303 | 1.1973 | 1.0698 | 1.0971 | 1.0411 |
Total Trades | 350 | 175 | 175 | 350 | 175 | 175 |
Winning Trades | 113 | 54 | 59 | 113 | 54 | 59 |
Losing Trades | 237 | 121 | 116 | 237 | 121 | 116 |
Profitability (%) | 32.2857 | 30.8571 | 33.7143 | 32.2857 | 30.8571 | 33.7143 |
Ratio Avg Win / Avg Loss | 3.6553 | 5.1604 | 2.354 | 2.2438 | 2.4584 | 2.0469 |
Largest Winning Trade | 419632 | 419632 | 65845 | 2719757 | 2719757 | 1575421 |
Largest Losing Trade | -32275 | -32275 | -30297 | -541135 | -455236 | -541135 |
Avg Bars in Trades | 13 | 11 | 14 | 13 | 11 | 14 |
Avg Bars in Winners | 27 | 23 | 30 | 27 | 23 | 30 |
Avg Bars in Losers | 6 | 5 | 7 | 6 | 5 | 7 |
Bars Traded | 4572 | 1962 | 2610 | 4572 | 1962 | 2610 |
Profit Streak | 14.062 | 0 | 15.562 | 14.062 | 0 | 15.562 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332087 | 258373 | -121022 | -176365 | -167062 | -273431 |
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{ "first_band": { "type": "vwma", "factors": { "length": 31, "offset": 0 } }, "second_band": { "type": "hl2", "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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