Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 975052.7322 | 1024528.575 | -49475.8428 | 87689.204 | 309141.1682 | -221451.9642 |
Total P&L (%) | 975.0527 | 1024.5286 | -49.4758 | 87.6892 | 309.1412 | -221.452 |
Avg Daily Profit (%) | 0.4475 | 0.4702 | -0.0227 | 0.0289 | 0.0647 | 0 |
Buy And Hold Return (%) | 260.9756 | 260.9756 | 260.9756 | 260.9756 | 260.9756 | 260.9756 |
Max Trade Drawdown | -132017 | -127686 | -108813 | -449881 | -299170 | -347792 |
Profit Factor | 2.598 | 4.5327 | 0.8455 | 1.0584 | 1.4351 | 0.7201 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 37.6812 | 34.2857 | 41.1765 | 37.6812 | 34.2857 | 41.1765 |
Ratio Avg Win / Avg Loss | 4.2967 | 8.6876 | 1.2078 | 1.7504 | 2.7507 | 1.0288 |
Largest Winning Trade | 693037 | 693037 | 63681 | 356690 | 356690 | 112809 |
Largest Losing Trade | -49536 | -28610 | -49536 | -219149 | -74866 | -219149 |
Avg Bars in Trades | 87 | 83 | 92 | 87 | 83 | 92 |
Avg Bars in Winners | 164 | 179 | 152 | 164 | 179 | 152 |
Avg Bars in Losers | 41 | 34 | 50 | 41 | 34 | 50 |
Bars Traded | 6062 | 2931 | 3132 | 6062 | 2931 | 3132 |
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 | -98417 | 338049 | -582559 | -586307 | -219026 | -582559 |
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{ "first_band": { "type": "vwma", "factors": { "length": 180, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 19, "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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