Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 284441.218 | 185929.0498 | 98512.1682 | -8665772.5928 | -1814970.3212 | -6850802.2716 |
Total P&L (%) | 284.4412 | 185.9291 | 98.5122 | -8665.7726 | -1814.9703 | -6850.8023 |
Avg Daily Profit (%) | 0.1485 | 0.0971 | 0.0514 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -265385 | -63696 | -265385 | -8735466 | -2843024 | -6889668 |
Profit Factor | 1.4877 | 1.7509 | 1.2935 | 0.532 | 0.7996 | 0.276 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 111 | 54 | 57 | 18 | 11 | 7 |
Losing Trades | 13 | 8 | 5 | 106 | 51 | 55 |
Profitability (%) | 89.5161 | 87.0968 | 91.9355 | 14.5161 | 17.7419 | 11.2903 |
Ratio Avg Win / Avg Loss | 0.1742 | 0.2594 | 0.1135 | 3.133 | 3.7071 | 2.1684 |
Largest Winning Trade | 35363 | 29553 | 35363 | 2972325 | 2972325 | 1532347 |
Largest Losing Trade | -265385 | -58322 | -265385 | -959715 | -959715 | -818042 |
Avg Bars in Trades | 28 | 37 | 19 | 28 | 37 | 19 |
Avg Bars in Winners | 11 | 11 | 11 | 112 | 157 | 41 |
Avg Bars in Losers | 171 | 214 | 102 | 14 | 12 | 16 |
Bars Traded | 3542 | 2348 | 1194 | 3542 | 2348 | 1194 |
Profit Streak | 80.2553 | 80.2553 | 290.2553 | 0 | 0 | 0 |
Trades During Streak | 16 | 8 | 14 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 440401 | -210810 | -273130 | -653415 | -794262 | -822419 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 200, "offset": 0 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 200, "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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