Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1221735.2861 | 1004922.3892 | 216812.8969 | 93251337.1287 | 84362415.8224 | 8888921.3063 |
Total P&L (%) | 1221.7353 | 1004.9224 | 216.8129 | 93251.3371 | 84362.4158 | 8888.9213 |
Avg Daily Profit (%) | 0.4886 | 0.4019 | 0.0867 | 0.2739 | 0.2699 | 0.1801 |
Buy And Hold Return (%) | 739.8468 | 739.8468 | 739.8468 | 739.8468 | 739.8468 | 739.8468 |
Max Trade Drawdown | -78442 | -57207 | -59848 | -21051925 | -9332116 | -26563209 |
Profit Factor | 3.5196 | 4.342 | 2.1771 | 2.481 | 3.7746 | 1.273 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 66 | 32 | 34 | 66 | 32 | 34 |
Losing Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Profitability (%) | 56.4103 | 55.1724 | 57.6271 | 56.4103 | 55.1724 | 57.6271 |
Ratio Avg Win / Avg Loss | 2.7197 | 3.5278 | 1.6008 | 1.9171 | 3.0668 | 0.936 |
Largest Winning Trade | 329578 | 329578 | 63291 | 47544104 | 47544104 | 9738550 |
Largest Losing Trade | -44437 | -44437 | -33971 | -21051925 | -6255306 | -21051925 |
Avg Bars in Trades | 40 | 46 | 34 | 40 | 46 | 34 |
Avg Bars in Winners | 48 | 52 | 43 | 48 | 52 | 43 |
Avg Bars in Losers | 30 | 39 | 21 | 30 | 39 | 21 |
Bars Traded | 4748 | 2715 | 2033 | 4748 | 2715 | 2033 |
Profit Streak | 109.618 | 109.618 | 227.118 | 109.618 | 109.618 | 227.118 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 377843 | -216058 | -413142 | 572140 | -163291 | -168191 |
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{ "first_band": { "type": "vwma", "factors": { "length": 96, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 116, "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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