Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1121699.1821 | -18604.3436 | -1103094.8385 | -201766.5231 | 3378342.2621 | -3580108.7851 |
Total P&L (%) | -1121.6992 | -18.6043 | -1103.0948 | -201.7665 | 3378.3423 | -3580.1088 |
Avg Daily Profit (%) | -0.4756 | -0.0079 | -0.4677 | 0 | 0.1506 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1383178 | -225346 | -1179784 | -4499544 | -1151068 | -4530881 |
Profit Factor | 0.3294 | 0.9484 | 0.1594 | 0.97 | 3.3028 | 0.318 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 35 | 18 | 17 | 39 | 20 | 19 |
Losing Trades | 28 | 13 | 15 | 24 | 11 | 13 |
Profitability (%) | 55.5556 | 58.0645 | 53.125 | 61.9048 | 64.5161 | 59.375 |
Ratio Avg Win / Avg Loss | 0.2635 | 0.6849 | 0.1407 | 0.5969 | 1.8165 | 0.2176 |
Largest Winning Trade | 69453 | 69453 | 24358 | 1411066 | 1411066 | 770057 |
Largest Losing Trade | -1122320 | -63643 | -1122320 | -4499544 | -1151068 | -4499544 |
Avg Bars in Trades | 102 | 131 | 74 | 102 | 131 | 74 |
Avg Bars in Winners | 50 | 61 | 39 | 116 | 159 | 70 |
Avg Bars in Losers | 167 | 228 | 114 | 80 | 80 | 81 |
Bars Traded | 6476 | 4078 | 2398 | 6476 | 4078 | 2398 |
Profit Streak | 0 | 48.0368 | 0 | 46.0368 | 0 | 47.0368 |
Trades During Streak | 0 | 1 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -731057 | -579211 | -580405 | -729677 | 567782 | -579035 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 35, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 197, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 35, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 197, "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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