Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1852957.5493 | 1728327.3101 | 124630.2392 | 2446522.8192 | -264088.6528 | 2710611.472 |
Total P&L (%) | 1852.9575 | 1728.3273 | 124.6302 | 2446.5228 | -264.0887 | 2710.6115 |
Avg Daily Profit (%) | 0.9946 | 0.9277 | 0.0669 | 0.1739 | 0 | 0.1792 |
Buy And Hold Return (%) | 48.3529 | 48.3529 | 48.3529 | 48.3529 | 48.3529 | 48.3529 |
Max Trade Drawdown | -103723 | -130035 | -29072 | -5831190 | -6502610 | -1539746 |
Profit Factor | 5.66 | 8.4228 | 1.7563 | 1.1407 | 0.9746 | 1.3881 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 28 | 11 | 17 | 28 | 11 | 17 |
Losing Trades | 31 | 19 | 12 | 31 | 19 | 12 |
Profitability (%) | 47.4576 | 36.6667 | 58.6207 | 47.4576 | 36.6667 | 58.6207 |
Ratio Avg Win / Avg Loss | 6.2664 | 14.5485 | 1.2397 | 1.2629 | 1.6834 | 0.9798 |
Largest Winning Trade | 1607848 | 1607848 | 53963 | 4096514 | 4096514 | 1587664 |
Largest Losing Trade | -32253 | -32253 | -26711 | -1813074 | -1813074 | -1506414 |
Avg Bars in Trades | 89 | 89 | 90 | 89 | 89 | 90 |
Avg Bars in Winners | 121 | 137 | 111 | 121 | 137 | 111 |
Avg Bars in Losers | 61 | 61 | 61 | 61 | 61 | 61 |
Bars Traded | 5308 | 2676 | 2632 | 5308 | 2676 | 2632 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -158874 | 596606 | -103814 | -238470 | -583232 | 283608 |
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{ "first_band": { "type": "vwma", "factors": { "length": 153, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 89, "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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