Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 318249.6232 | 360959.6809 | -42710.0577 | -62061.5146 | 31813.299 | -93874.8136 |
Total P&L (%) | 318.2496 | 360.9597 | -42.7101 | -62.0615 | 31.8133 | -93.8748 |
Avg Daily Profit (%) | 0.1684 | 0.191 | -0.0226 | -0.0513 | 0.0146 | -0.1476 |
Buy And Hold Return (%) | 23.3753 | 23.3753 | 23.3753 | 23.3753 | 23.3753 | 23.3753 |
Max Trade Drawdown | -150189 | -112251 | -157607 | -211814 | -166258 | -153717 |
Profit Factor | 1.1231 | 1.2517 | 0.9629 | 0.9692 | 1.0284 | 0.8956 |
Total Trades | 1411 | 705 | 706 | 1411 | 705 | 706 |
Winning Trades | 674 | 322 | 352 | 674 | 322 | 352 |
Losing Trades | 737 | 383 | 354 | 737 | 383 | 354 |
Profitability (%) | 47.7675 | 45.6738 | 49.8584 | 47.7675 | 45.6738 | 49.8584 |
Ratio Avg Win / Avg Loss | 1.2281 | 1.4888 | 0.9684 | 1.0598 | 1.2233 | 0.9007 |
Largest Winning Trade | 230440 | 230440 | 30344 | 163441 | 163441 | 18340 |
Largest Losing Trade | -32690 | -31077 | -32690 | -35834 | -27316 | -35834 |
Avg Bars in Trades | 15 | 18 | 13 | 15 | 18 | 13 |
Avg Bars in Winners | 18 | 21 | 15 | 18 | 21 | 15 |
Avg Bars in Losers | 13 | 15 | 11 | 13 | 15 | 11 |
Bars Traded | 22416 | 12804 | 9612 | 22416 | 12804 | 9612 |
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 | -71470 | 325982 | -577422 | -572829 | -414326 | -577422 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 77 } }, "second_band": { "type": "vwma", "factors": { "length": 111, "offset": 0 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 77 } }, "second_band": { "type": "vwma", "factors": { "length": 111, "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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