Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 385446.0854 | 396652.2637 | -11206.1783 | -23041.5191 | 437332.9934 | -460374.5125 |
Total P&L (%) | 385.4461 | 396.6523 | -11.2062 | -23.0415 | 437.333 | -460.3745 |
Avg Daily Profit (%) | 0.2171 | 0.2234 | -0.0063 | -0.0148 | 0.0948 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158043 | -113719 | -92733 | -795403 | -417196 | -509269 |
Profit Factor | 1.5674 | 2.1129 | 0.9653 | 0.986 | 1.5246 | 0.4318 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 54.7945 | 50 | 59.4595 | 54.7945 | 50 | 59.4595 |
Ratio Avg Win / Avg Loss | 1.2931 | 2.1129 | 0.6582 | 0.8134 | 1.5246 | 0.2944 |
Largest Winning Trade | 228631 | 228631 | 62934 | 432234 | 432234 | 69631 |
Largest Losing Trade | -66426 | -41267 | -66426 | -314354 | -287233 | -314354 |
Avg Bars in Trades | 70 | 58 | 81 | 70 | 58 | 81 |
Avg Bars in Winners | 70 | 34 | 99 | 70 | 34 | 99 |
Avg Bars in Losers | 70 | 83 | 54 | 70 | 83 | 54 |
Bars Traded | 5132 | 2116 | 3016 | 5132 | 2116 | 3016 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -65892 | 426139 | -579546 | -656156 | -63898 | -579546 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 148, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 69, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 148, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 69, "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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