Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 279319.1233 | 104906.8171 | 174412.3062 | 223847.5222 | 39672.992 | 184174.5301 |
Total P&L (%) | 279.3191 | 104.9068 | 174.4123 | 223.8475 | 39.673 | 184.1745 |
Avg Daily Profit (%) | 0.215 | 0.0807 | 0.1342 | 0.0905 | 0.0257 | 0.0804 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66319 | -66343 | -47338 | -239024 | -242075 | -212679 |
Profit Factor | 1.6083 | 1.3744 | 1.9744 | 1.2093 | 1.0626 | 1.4228 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 81 | 38 | 43 | 81 | 38 | 43 |
Losing Trades | 71 | 38 | 33 | 71 | 38 | 33 |
Profitability (%) | 53.2895 | 50 | 56.5789 | 53.2895 | 50 | 56.5789 |
Ratio Avg Win / Avg Loss | 1.4097 | 1.3744 | 1.5152 | 1.06 | 1.0626 | 1.0919 |
Largest Winning Trade | 167287 | 167287 | 41251 | 301356 | 301356 | 90293 |
Largest Losing Trade | -41849 | -41849 | -30636 | -207581 | -207581 | -131255 |
Avg Bars in Trades | 23 | 21 | 26 | 23 | 21 | 26 |
Avg Bars in Winners | 25 | 17 | 33 | 25 | 17 | 33 |
Avg Bars in Losers | 21 | 26 | 16 | 21 | 26 | 16 |
Bars Traded | 3619 | 1637 | 1983 | 3619 | 1637 | 1983 |
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 | 402583 | -133796 | -58129 | -71135 | -361609 | -132803 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 138 } }, "second_band": { "type": "vwma", "factors": { "length": 201, "offset": 0 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 138 } }, "second_band": { "type": "vwma", "factors": { "length": 201, "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) |
---|