Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 281982.5625 | 167045.6016 | 114936.9609 | 159506.4769 | -149838.534 | 309345.0109 |
Total P&L (%) | 281.9826 | 167.0456 | 114.937 | 159.5065 | -149.8385 | 309.345 |
Avg Daily Profit (%) | 0.1507 | 0.0893 | 0.0614 | 0.051 | 0 | 0.0753 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127054 | -101980 | -82722 | -853976 | -715717 | -364937 |
Profit Factor | 1.5298 | 1.5329 | 1.5255 | 1.0683 | 0.8968 | 1.3501 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 57 | 26 | 31 | 57 | 26 | 31 |
Losing Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Profitability (%) | 57 | 52 | 62 | 57 | 52 | 62 |
Ratio Avg Win / Avg Loss | 1.1541 | 1.4149 | 0.935 | 0.8059 | 0.8278 | 0.8275 |
Largest Winning Trade | 78182 | 78182 | 35960 | 255520 | 140839 | 255520 |
Largest Losing Trade | -47453 | -47453 | -47348 | -398717 | -398717 | -246661 |
Avg Bars in Trades | 35 | 42 | 28 | 35 | 42 | 28 |
Avg Bars in Winners | 26 | 24 | 28 | 26 | 24 | 28 |
Avg Bars in Losers | 48 | 63 | 28 | 48 | 63 | 28 |
Bars Traded | 3588 | 2147 | 1441 | 3588 | 2147 | 1441 |
Profit Streak | 101.915 | 101.915 | 126.915 | 101.915 | 101.915 | 126.915 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 406638 | -251126 | -287962 | -269298 | -759615 | -270471 |
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{ "first_band": { "type": "midprice", "factors": { "length": 36, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 62, "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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