Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 429078.34 | 623763.7186 | -194685.3785 | -97854.3244 | 514371.922 | -612226.2464 |
Total P&L (%) | 429.0783 | 623.7637 | -194.6854 | -97.8543 | 514.3719 | -612.2262 |
Avg Daily Profit (%) | 0.2321 | 0.3375 | -0.1053 | -0.2076 | 0.0983 | 0 |
Buy And Hold Return (%) | 19.3903 | 19.3903 | 19.3903 | 19.3903 | 19.3903 | 19.3903 |
Max Trade Drawdown | -284773 | -168378 | -254804 | -780075 | -226780 | -636517 |
Profit Factor | 1.5821 | 2.9731 | 0.5375 | 0.8937 | 3.0579 | 0.0871 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 29 | 17 | 12 | 29 | 17 | 12 |
Losing Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Profitability (%) | 40.8451 | 47.2222 | 34.2857 | 40.8451 | 47.2222 | 34.2857 |
Ratio Avg Win / Avg Loss | 2.2914 | 3.3228 | 1.0302 | 1.2943 | 3.4176 | 0.167 |
Largest Winning Trade | 668654 | 668654 | 66003 | 680070 | 680070 | 22794 |
Largest Losing Trade | -76022 | -76022 | -62218 | -486412 | -146603 | -486412 |
Avg Bars in Trades | 74 | 75 | 73 | 74 | 75 | 73 |
Avg Bars in Winners | 74 | 81 | 64 | 74 | 81 | 64 |
Avg Bars in Losers | 74 | 70 | 77 | 74 | 70 | 77 |
Bars Traded | 5294 | 2724 | 2570 | 5294 | 2724 | 2570 |
Profit Streak | 0 | 0 | 9.657 | 0 | 0 | 9.657 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -84022 | 497102 | -584567 | -673949 | -56606 | -586233 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 231 } }, "second_band": { "type": "vwma", "factors": { "length": 130, "offset": 0 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 231 } }, "second_band": { "type": "vwma", "factors": { "length": 130, "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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