Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 966090.9081 | 852069.4305 | 114021.4777 | 3674489.6725 | 4754028.1006 | -1079538.4282 |
Total P&L (%) | 966.0909 | 852.0694 | 114.0215 | 3674.4897 | 4754.0281 | -1079.5384 |
Avg Daily Profit (%) | 0.3861 | 0.3406 | 0.0456 | 0.1452 | 0.1553 | 0 |
Buy And Hold Return (%) | 911.2864 | 911.2864 | 911.2864 | 911.2864 | 911.2864 | 911.2864 |
Max Trade Drawdown | -89392 | -34303 | -98540 | -1459718 | -199187 | -2004565 |
Profit Factor | 2.9638 | 5.4363 | 1.3802 | 1.8319 | 5.7452 | 0.6839 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 57.8313 | 58.5366 | 57.1429 | 57.8313 | 58.5366 | 57.1429 |
Ratio Avg Win / Avg Loss | 2.1611 | 3.8507 | 1.0352 | 1.3358 | 4.0695 | 0.5129 |
Largest Winning Trade | 321411 | 321411 | 62452 | 1667258 | 1667258 | 391658 |
Largest Losing Trade | -87713 | -34303 | -87713 | -1411918 | -199187 | -1411918 |
Avg Bars in Trades | 57 | 65 | 48 | 57 | 65 | 48 |
Avg Bars in Winners | 73 | 78 | 68 | 73 | 78 | 68 |
Avg Bars in Losers | 34 | 47 | 22 | 34 | 47 | 22 |
Bars Traded | 4746 | 2688 | 2057 | 4746 | 2688 | 2057 |
Profit Streak | 236.3018 | 453.3018 | 236.3018 | 236.3018 | 453.3018 | 236.3018 |
Trades During Streak | 6 | 5 | 3 | 6 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -130615 | -145907 | -294923 | 92717 | 623680 | -578454 |
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{ "first_band": { "type": "vwma", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 133, "offset": 0 } } }
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# | 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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