Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1641453.4177 | -22635.9981 | -1618817.4196 | -86588.2366 | 3269600.2268 | -3356188.4634 |
Total P&L (%) | -1641.4534 | -22.636 | -1618.8174 | -86.5882 | 3269.6002 | -3356.1885 |
Avg Daily Profit (%) | -0.6929 | -0.0096 | -0.6833 | -0.0848 | 0.1486 | 0 |
Buy And Hold Return (%) | 476.8498 | 476.8498 | 476.8498 | 476.8498 | 476.8498 | 476.8498 |
Max Trade Drawdown | -1776458 | -158676 | -1711945 | -4251292 | -1092043 | -5047464 |
Profit Factor | 0.3039 | 0.9406 | 0.1812 | 0.9902 | 2.0594 | 0.4122 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 132 | 63 | 69 | 98 | 51 | 47 |
Losing Trades | 42 | 24 | 18 | 76 | 36 | 40 |
Profitability (%) | 75.8621 | 72.4138 | 79.3103 | 56.3218 | 58.6207 | 54.023 |
Ratio Avg Win / Avg Loss | 0.0967 | 0.3583 | 0.0473 | 0.7679 | 1.4537 | 0.3508 |
Largest Winning Trade | 15504 | 15504 | 13618 | 2083134 | 2083134 | 1102187 |
Largest Losing Trade | -1321725 | -65860 | -1321725 | -1346478 | -448258 | -1346478 |
Avg Bars in Trades | 26 | 31 | 21 | 26 | 31 | 21 |
Avg Bars in Winners | 10 | 12 | 8 | 28 | 33 | 22 |
Avg Bars in Losers | 75 | 80 | 69 | 23 | 28 | 19 |
Bars Traded | 4557 | 2716 | 1841 | 4557 | 2716 | 1841 |
Profit Streak | 22.8515 | 22.8515 | 41.3515 | 22.8515 | 22.8515 | 41.3515 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574770 | -577369 | -575757 | -577303 | 351942 | -579312 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 102, "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) |
---|