Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1630572.7516 | -207722.5099 | -1422850.2417 | -244367.7846 | 2244493.2504 | -2488861.035 |
Total P&L (%) | -1630.5728 | -207.7225 | -1422.8502 | -244.3678 | 2244.4933 | -2488.861 |
Avg Daily Profit (%) | -0.9107 | -0.116 | -0.7947 | 0 | 0.1763 | 0 |
Buy And Hold Return (%) | 258.1184 | 258.1184 | 258.1184 | 258.1184 | 258.1184 | 258.1184 |
Max Trade Drawdown | -766131 | -229741 | -579208 | -2920378 | -872353 | -3125427 |
Profit Factor | 0.1939 | 0.4062 | 0.1495 | 0.9576 | 3.1401 | 0.4718 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 21 | 9 | 12 | 37 | 21 | 16 |
Losing Trades | 38 | 20 | 18 | 22 | 8 | 14 |
Profitability (%) | 35.5932 | 31.0345 | 40 | 62.7119 | 72.4138 | 53.3333 |
Ratio Avg Win / Avg Loss | 0.3509 | 0.9027 | 0.2243 | 0.5694 | 1.1962 | 0.4128 |
Largest Winning Trade | 48029 | 48029 | 41289 | 1089466 | 622141 | 1089466 |
Largest Losing Trade | -921345 | -55826 | -921345 | -2248511 | -671866 | -2248511 |
Avg Bars in Trades | 57 | 35 | 79 | 57 | 35 | 79 |
Avg Bars in Winners | 76 | 37 | 106 | 41 | 32 | 53 |
Avg Bars in Losers | 47 | 34 | 61 | 85 | 41 | 109 |
Bars Traded | 3407 | 1019 | 2387 | 3407 | 1019 | 2387 |
Profit Streak | 57.281 | 58.781 | 57.281 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -765178 | -587648 | -584153 | -758629 | 560707 | -580393 |
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{ "first_band": { "type": "midprice", "factors": { "length": 117, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 86, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 117, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 86, "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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