Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 417161.0517 | 355737.4618 | 61423.5899 | -8431.6487 | 55841.4093 | -64273.058 |
Total P&L (%) | 417.1611 | 355.7375 | 61.4236 | -8.4316 | 55.8414 | -64.2731 |
Avg Daily Profit (%) | 0.2626 | 0.224 | 0.0387 | -0.0055 | 0.0279 | -0.0648 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -242759 | -151344 | -113729 | -1207057 | -830491 | -652509 |
Profit Factor | 1.5035 | 1.6776 | 1.2024 | 0.9976 | 1.0259 | 0.955 |
Total Trades | 147 | 73 | 74 | 147 | 73 | 74 |
Winning Trades | 77 | 30 | 47 | 77 | 30 | 47 |
Losing Trades | 70 | 43 | 27 | 70 | 43 | 27 |
Profitability (%) | 52.381 | 41.0959 | 63.5135 | 52.381 | 41.0959 | 63.5135 |
Ratio Avg Win / Avg Loss | 1.3668 | 2.4046 | 0.6907 | 0.907 | 1.4705 | 0.5486 |
Largest Winning Trade | 324607 | 324607 | 34752 | 519038 | 519038 | 235950 |
Largest Losing Trade | -55146 | -55146 | -52095 | -488820 | -332724 | -488820 |
Avg Bars in Trades | 31 | 43 | 19 | 31 | 43 | 19 |
Avg Bars in Winners | 25 | 38 | 17 | 25 | 38 | 17 |
Avg Bars in Losers | 37 | 47 | 22 | 37 | 47 | 22 |
Bars Traded | 4593 | 3174 | 1419 | 4593 | 3174 | 1419 |
Profit Streak | 35.0293 | 35.0293 | 110.696 | 35.0293 | 35.0293 | 110.696 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 418440 | -63874 | -204755 | -578638 | -423382 | -641538 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 73, "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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