Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 840904.3538 | 691576.3546 | 149327.9992 | 17028792.5429 | 18472642.6531 | -1443850.1102 |
Total P&L (%) | 840.9044 | 691.5764 | 149.328 | 17028.7925 | 18472.6427 | -1443.8501 |
Avg Daily Profit (%) | 0.3362 | 0.2765 | 0.0597 | 0.2058 | 0.2091 | 0 |
Buy And Hold Return (%) | 789.4439 | 789.4439 | 789.4439 | 789.4439 | 789.4439 | 789.4439 |
Max Trade Drawdown | -93489 | -67879 | -48593 | -7684356 | -5071543 | -4276736 |
Profit Factor | 3.8801 | 4.9672 | 2.2693 | 2.0768 | 3.1809 | 0.8034 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Losing Trades | 27 | 11 | 16 | 27 | 11 | 16 |
Profitability (%) | 59.0909 | 66.6667 | 51.5152 | 59.0909 | 66.6667 | 51.5152 |
Ratio Avg Win / Avg Loss | 2.6862 | 2.4836 | 2.1358 | 1.4378 | 1.5904 | 0.7561 |
Largest Winning Trade | 265655 | 265655 | 50651 | 13851348 | 13851348 | 1839912 |
Largest Losing Trade | -35327 | -35327 | -16501 | -5071543 | -5071543 | -2612813 |
Avg Bars in Trades | 68 | 98 | 37 | 68 | 98 | 37 |
Avg Bars in Winners | 93 | 123 | 53 | 93 | 123 | 53 |
Avg Bars in Losers | 32 | 49 | 20 | 32 | 49 | 20 |
Bars Traded | 4507 | 3260 | 1247 | 4507 | 3260 | 1247 |
Profit Streak | 74.5638 | 170.0638 | 0 | 74.5638 | 170.0638 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -256086 | -145825 | -274499 | -115838 | 636646 | -580606 |
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{ "first_band": { "type": "vwma", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 199, "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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