Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 940976.5264 | 804804.4462 | 136172.0802 | 4331915.6934 | 1475043.5372 | 2856872.1562 |
Total P&L (%) | 940.9765 | 804.8044 | 136.1721 | 4331.9157 | 1475.0435 | 2856.8722 |
Avg Daily Profit (%) | 0.3904 | 0.3339 | 0.0565 | 0.1574 | 0.1145 | 0.1406 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95953 | -104237 | -50212 | -8650567 | -7049672 | -5527181 |
Profit Factor | 3.1247 | 3.994 | 1.7823 | 1.166 | 1.0905 | 1.292 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Profitability (%) | 53.2258 | 54.8387 | 51.6129 | 53.2258 | 54.8387 | 51.6129 |
Ratio Avg Win / Avg Loss | 2.7459 | 3.2891 | 1.6709 | 1.0247 | 0.898 | 1.2112 |
Largest Winning Trade | 408067 | 408067 | 54103 | 5923474 | 5923474 | 3093262 |
Largest Losing Trade | -58571 | -58571 | -50212 | -5527181 | -5160456 | -5527181 |
Avg Bars in Trades | 66 | 87 | 46 | 66 | 87 | 46 |
Avg Bars in Winners | 72 | 100 | 41 | 72 | 100 | 41 |
Avg Bars in Losers | 61 | 71 | 51 | 61 | 71 | 51 |
Bars Traded | 4151 | 2708 | 1443 | 4151 | 2708 | 1443 |
Profit Streak | 122.0545 | 0 | 190.5545 | 122.0545 | 0 | 190.5545 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -141880 | 605774 | -113330 | -187720 | -161869 | -4095 |
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{ "first_band": { "type": "vwma", "factors": { "length": 226, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 228, "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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