Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1778369.6556 | 124154.9352 | -1902524.5908 | 273246.4362 | -12823812.1734 | 13097058.6096 |
Total P&L (%) | -1778.3697 | 124.1549 | -1902.5246 | 273.2464 | -12823.8122 | 13097.0586 |
Avg Daily Profit (%) | -0.9059 | 0.0632 | -0.9692 | 0.0671 | 0 | 0.249 |
Buy And Hold Return (%) | 1713.5755 | 1713.5755 | 1713.5755 | 1713.5755 | 1713.5755 | 1713.5755 |
Max Trade Drawdown | -1956983 | -136237 | -2015453 | -13142226 | -13087240 | -5830768 |
Profit Factor | 0.3605 | 1.3014 | 0.1968 | 1.006 | 0.4725 | 1.6219 |
Total Trades | 230 | 115 | 115 | 230 | 115 | 115 |
Winning Trades | 177 | 90 | 87 | 163 | 82 | 81 |
Losing Trades | 53 | 25 | 28 | 67 | 33 | 34 |
Profitability (%) | 76.9565 | 78.2609 | 75.6522 | 70.8696 | 71.3043 | 70.4348 |
Ratio Avg Win / Avg Loss | 0.1079 | 0.3615 | 0.0634 | 0.4135 | 0.1902 | 0.6808 |
Largest Winning Trade | 22948 | 22948 | 20232 | 22944333 | 1840629 | 22944333 |
Largest Losing Trade | -1718831 | -56715 | -1718831 | -7381670 | -7381670 | -4083616 |
Avg Bars in Trades | 50 | 55 | 44 | 50 | 55 | 44 |
Avg Bars in Winners | 20 | 23 | 18 | 22 | 23 | 20 |
Avg Bars in Losers | 148 | 172 | 126 | 117 | 133 | 102 |
Bars Traded | 11514 | 6377 | 5137 | 11514 | 6377 | 5137 |
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 | -576079 | -272134 | -577423 | -480755 | -577986 | 411408 |
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{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 140, "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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