Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 374436.1962 | 367889.1023 | 6547.0939 | -18625.4223 | 367011.843 | -385637.2653 |
Total P&L (%) | 374.4362 | 367.8891 | 6.5471 | -18.6254 | 367.0118 | -385.6373 |
Avg Daily Profit (%) | 0.1555 | 0.1527 | 0.0027 | -0.0086 | 0.064 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146309 | -89589 | -162649 | -410835 | -184549 | -501835 |
Profit Factor | 1.558 | 2.3917 | 1.0161 | 0.9855 | 1.7881 | 0.5303 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 42.2535 | 42.8571 | 41.6667 | 42.2535 | 42.8571 | 41.6667 |
Ratio Avg Win / Avg Loss | 2.1293 | 3.189 | 1.4225 | 1.3469 | 2.3842 | 0.7424 |
Largest Winning Trade | 149155 | 149155 | 64137 | 276831 | 276831 | 51867 |
Largest Losing Trade | -67903 | -42086 | -67903 | -179673 | -124593 | -179673 |
Avg Bars in Trades | 197 | 141 | 252 | 197 | 141 | 252 |
Avg Bars in Winners | 276 | 172 | 380 | 276 | 172 | 380 |
Avg Bars in Losers | 139 | 117 | 161 | 139 | 117 | 161 |
Bars Traded | 14029 | 4935 | 9094 | 14029 | 4935 | 9094 |
Profit Streak | 0 | 49.5774 | 0 | 0 | 49.5774 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -84277 | 343797 | -561020 | -673401 | -106291 | -584020 |
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{ "first_band": { "type": "vwma", "factors": { "length": 250, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 216, "offset": 0, "std": 2.99801 } } }
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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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