Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2592485.156 | -24669.5143 | -2567815.6417 | -1837974.4394 | -22020841.6842 | 20182867.2448 |
Total P&L (%) | -2592.4852 | -24.6695 | -2567.8156 | -1837.9744 | -22020.8417 | 20182.8672 |
Avg Daily Profit (%) | -1.3871 | -0.0132 | -1.3739 | 0 | 0 | 0.2846 |
Buy And Hold Return (%) | 8218.466 | 8218.466 | 8218.466 | 8218.466 | 8218.466 | 8218.466 |
Max Trade Drawdown | -2682865 | -154615 | -2608252 | -26247951 | -23414665 | -5721818 |
Profit Factor | 0.1391 | 0.8982 | 0.0727 | 0.954 | 0.2036 | 2.6417 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 74 | 39 | 35 | 41 | 18 | 23 |
Losing Trades | 22 | 9 | 13 | 55 | 30 | 25 |
Profitability (%) | 77.0833 | 81.25 | 72.9167 | 42.7083 | 37.5 | 47.9167 |
Ratio Avg Win / Avg Loss | 0.0414 | 0.2073 | 0.027 | 1.2797 | 0.3393 | 2.8715 |
Largest Winning Trade | 21161 | 16853 | 21161 | 24382901 | 1765321 | 24382901 |
Largest Losing Trade | -1827569 | -62218 | -1827569 | -10788409 | -10788409 | -4146638 |
Avg Bars in Trades | 71 | 68 | 75 | 71 | 68 | 75 |
Avg Bars in Winners | 26 | 29 | 23 | 59 | 45 | 70 |
Avg Bars in Losers | 223 | 236 | 214 | 80 | 82 | 79 |
Bars Traded | 6898 | 3285 | 3613 | 6898 | 3285 | 3613 |
Profit Streak | 112.346 | 158.596 | 112.346 | 0 | 0 | 0 |
Trades During Streak | 9 | 5 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575160 | -575267 | -576328 | -581691 | -585550 | 332211 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 4, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 211, "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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