Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 792872.5747 | 696298.8241 | 96573.7507 | 1518385.4531 | 1354958.8032 | 163426.6499 |
Total P&L (%) | 792.8726 | 696.2988 | 96.5738 | 1518.3855 | 1354.9588 | 163.4267 |
Avg Daily Profit (%) | 0.3663 | 0.3217 | 0.0446 | 0.1287 | 0.1238 | 0.0448 |
Buy And Hold Return (%) | 372.428 | 372.428 | 372.428 | 372.428 | 372.428 | 372.428 |
Max Trade Drawdown | -113153 | -56979 | -142230 | -1472772 | -1317438 | -739968 |
Profit Factor | 2.8286 | 4.688 | 1.3945 | 1.4135 | 1.8304 | 1.0801 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 23 | 12 | 11 | 23 | 12 | 11 |
Profitability (%) | 63.4921 | 62.5 | 64.5161 | 63.4921 | 62.5 | 64.5161 |
Ratio Avg Win / Avg Loss | 1.6265 | 2.8128 | 0.767 | 0.8128 | 1.0982 | 0.5941 |
Largest Winning Trade | 316902 | 316902 | 51870 | 995949 | 995949 | 908040 |
Largest Losing Trade | -88723 | -30592 | -88723 | -715034 | -715034 | -591341 |
Avg Bars in Trades | 96 | 90 | 102 | 96 | 90 | 102 |
Avg Bars in Winners | 99 | 88 | 111 | 99 | 88 | 111 |
Avg Bars in Losers | 90 | 94 | 86 | 90 | 94 | 86 |
Bars Traded | 6072 | 2894 | 3178 | 6072 | 2894 | 3178 |
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 | -140421 | 377052 | -298262 | -173091 | -25956 | -431153 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 80, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 80, "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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