Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1204879.3126 | 1173595.9913 | 31283.3213 | 19415190.8036 | 18018794.4371 | 1396396.3666 |
Total P&L (%) | 1204.8793 | 1173.596 | 31.2833 | 19415.1908 | 18018.7944 | 1396.3964 |
Avg Daily Profit (%) | 0.6446 | 0.6278 | 0.0167 | 0.2825 | 0.2785 | 0.1449 |
Buy And Hold Return (%) | 7056.3285 | 7056.3285 | 7056.3285 | 7056.3285 | 7056.3285 | 7056.3285 |
Max Trade Drawdown | -89348 | -57925 | -102898 | -7204778 | -3983698 | -5909560 |
Profit Factor | 3.5139 | 7.9042 | 1.1011 | 1.8458 | 3.0087 | 1.0999 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 69 | 39 | 30 | 69 | 39 | 30 |
Losing Trades | 45 | 18 | 27 | 45 | 18 | 27 |
Profitability (%) | 60.5263 | 68.4211 | 52.6316 | 60.5263 | 68.4211 | 52.6316 |
Ratio Avg Win / Avg Loss | 2.2917 | 3.6481 | 0.991 | 1.2038 | 1.3886 | 0.9899 |
Largest Winning Trade | 531367 | 531367 | 66536 | 5488262 | 5488262 | 3593430 |
Largest Losing Trade | -57925 | -57925 | -45135 | -4043850 | -3983698 | -4043850 |
Avg Bars in Trades | 61 | 63 | 59 | 61 | 63 | 59 |
Avg Bars in Winners | 74 | 72 | 75 | 74 | 72 | 75 |
Avg Bars in Losers | 41 | 42 | 40 | 41 | 42 | 40 |
Bars Traded | 6976 | 3602 | 3374 | 6976 | 3602 | 3374 |
Profit Streak | 37.9596 | 229.4596 | 37.9596 | 37.9596 | 229.4596 | 37.9596 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144578 | -321866 | -626377 | 376520 | -166474 | -456548 |
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{ "first_band": { "type": "vwma", "factors": { "length": 153, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 27, "offset": 14 } } }
# | 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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