Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 190198.8312 | 298431.1965 | -108232.3654 | -86826.0256 | 124431.3518 | -211257.3774 |
Total P&L (%) | 190.1988 | 298.4312 | -108.2324 | -86.826 | 124.4314 | -211.2574 |
Avg Daily Profit (%) | 0.0993 | 0.1559 | -0.0565 | -0.1058 | 0.0422 | 0 |
Buy And Hold Return (%) | 30.0839 | 30.0839 | 30.0839 | 30.0839 | 30.0839 | 30.0839 |
Max Trade Drawdown | -396447 | -264815 | -219263 | -374282 | -208875 | -223555 |
Profit Factor | 1.0893 | 1.2859 | 0.9004 | 0.9281 | 1.1875 | 0.6117 |
Total Trades | 569 | 284 | 285 | 569 | 284 | 285 |
Winning Trades | 323 | 163 | 160 | 323 | 163 | 160 |
Losing Trades | 246 | 121 | 125 | 246 | 121 | 125 |
Profitability (%) | 56.7663 | 57.3944 | 56.1404 | 56.7663 | 57.3944 | 56.1404 |
Ratio Avg Win / Avg Loss | 0.8296 | 0.9546 | 0.7034 | 0.7068 | 0.8815 | 0.4779 |
Largest Winning Trade | 72891 | 72891 | 46471 | 57313 | 57313 | 24389 |
Largest Losing Trade | -43550 | -41672 | -43550 | -78580 | -64907 | -78580 |
Avg Bars in Trades | 40 | 40 | 39 | 40 | 40 | 39 |
Avg Bars in Winners | 32 | 30 | 34 | 32 | 30 | 34 |
Avg Bars in Losers | 50 | 55 | 44 | 50 | 55 | 44 |
Bars Traded | 22810 | 11643 | 11167 | 22810 | 11643 | 11167 |
Profit Streak | 1.2926 | 16.376 | 1.2926 | 1.2926 | 16.376 | 1.2926 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -182868 | 322024 | -581354 | -578853 | -151134 | -581354 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 120, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 88, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 120, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 88, "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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