Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1022270.3895 | 955364.235 | 66906.1545 | 27972155.8084 | 32071326.568 | -4099170.7596 |
Total P&L (%) | 1022.2704 | 955.3642 | 66.9062 | 27972.1558 | 32071.3266 | -4099.1708 |
Avg Daily Profit (%) | 0.5492 | 0.5132 | 0.0359 | 0.3033 | 0.3106 | 0 |
Buy And Hold Return (%) | 6813.3392 | 6813.3392 | 6813.3392 | 6813.3392 | 6813.3392 | 6813.3392 |
Max Trade Drawdown | -132972 | -96413 | -133698 | -10588228 | -10471639 | -10235002 |
Profit Factor | 1.8816 | 2.679 | 1.1133 | 1.3075 | 1.6945 | 0.9085 |
Total Trades | 360 | 180 | 180 | 360 | 180 | 180 |
Winning Trades | 161 | 82 | 79 | 161 | 82 | 79 |
Losing Trades | 199 | 98 | 101 | 199 | 98 | 101 |
Profitability (%) | 44.7222 | 45.5556 | 43.8889 | 44.7222 | 45.5556 | 43.8889 |
Ratio Avg Win / Avg Loss | 2.3257 | 3.2017 | 1.4233 | 1.6161 | 2.0252 | 1.1615 |
Largest Winning Trade | 148994 | 148994 | 55919 | 9599657 | 9599657 | 5057631 |
Largest Losing Trade | -31887 | -28829 | -31887 | -5308010 | -5308010 | -3935128 |
Avg Bars in Trades | 61 | 64 | 58 | 61 | 64 | 58 |
Avg Bars in Winners | 89 | 91 | 88 | 89 | 91 | 88 |
Avg Bars in Losers | 38 | 41 | 35 | 38 | 41 | 35 |
Bars Traded | 22081 | 11529 | 10552 | 22081 | 11529 | 10552 |
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 | -151354 | -151293 | -408560 | 283046 | 333333 | -581100 |
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{ "first_band": { "type": "midprice", "factors": { "length": 90, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 27, "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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