Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 829531.2954 | 711120.6607 | 118410.6347 | 7683580.9836 | 8409354.6379 | -725773.6543 |
Total P&L (%) | 829.5313 | 711.1207 | 118.4106 | 7683.581 | 8409.3546 | -725.7737 |
Avg Daily Profit (%) | 0.3318 | 0.2844 | 0.0474 | 0.1743 | 0.1779 | 0 |
Buy And Hold Return (%) | 874.5597 | 874.5597 | 874.5597 | 874.5597 | 874.5597 | 874.5597 |
Max Trade Drawdown | -143340 | -47909 | -100060 | -5901697 | -2347165 | -4763003 |
Profit Factor | 3.4218 | 5.7938 | 1.6098 | 1.6567 | 2.8954 | 0.9001 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 25 | 14 | 11 | 25 | 14 | 11 |
Profitability (%) | 58.3333 | 53.3333 | 63.3333 | 58.3333 | 53.3333 | 63.3333 |
Ratio Avg Win / Avg Loss | 2.4442 | 5.0696 | 0.932 | 1.1834 | 2.5334 | 0.5211 |
Largest Winning Trade | 290680 | 290680 | 54134 | 4518895 | 4518895 | 870325 |
Largest Losing Trade | -60990 | -32572 | -60990 | -1644720 | -925650 | -1644720 |
Avg Bars in Trades | 112 | 140 | 84 | 112 | 140 | 84 |
Avg Bars in Winners | 137 | 182 | 100 | 137 | 182 | 100 |
Avg Bars in Losers | 77 | 92 | 57 | 77 | 92 | 57 |
Bars Traded | 6747 | 4215 | 2532 | 6747 | 4215 | 2532 |
Profit Streak | 178.4879 | 407.4879 | 178.4879 | 178.4879 | 407.4879 | 178.4879 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -321133 | -146917 | -292905 | -161218 | 543647 | -578512 |
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{ "first_band": { "type": "vwma", "factors": { "length": 172, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 238, "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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