Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2379774.4665 | 2256197.6649 | 123576.8016 | 9196848.566 | -3666575.4701 | 12863424.0361 |
Total P&L (%) | 2379.7745 | 2256.1977 | 123.5768 | 9196.8486 | -3666.5755 | 12863.424 |
Avg Daily Profit (%) | 1.3335 | 1.2642 | 0.0692 | 0.2543 | 0 | 0.273 |
Buy And Hold Return (%) | 410.2273 | 410.2273 | 410.2273 | 410.2273 | 410.2273 | 410.2273 |
Max Trade Drawdown | -102883 | -97136 | -63098 | -24779308 | -19719225 | -9909362 |
Profit Factor | 5.1219 | 8.8606 | 1.4256 | 1.1523 | 0.8936 | 1.4962 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 39 | 16 | 23 | 39 | 16 | 23 |
Losing Trades | 77 | 42 | 35 | 77 | 42 | 35 |
Profitability (%) | 33.6207 | 27.5862 | 39.6552 | 33.6207 | 27.5862 | 39.6552 |
Ratio Avg Win / Avg Loss | 10.1124 | 23.2592 | 2.1695 | 2.275 | 2.3458 | 2.2769 |
Largest Winning Trade | 1307311 | 1307311 | 57340 | 7688509 | 6077778 | 7688509 |
Largest Losing Trade | -25982 | -21294 | -25982 | -4791927 | -4791927 | -2966948 |
Avg Bars in Trades | 180 | 152 | 209 | 180 | 152 | 209 |
Avg Bars in Winners | 365 | 339 | 383 | 365 | 339 | 383 |
Avg Bars in Losers | 87 | 80 | 96 | 87 | 80 | 96 |
Bars Traded | 20994 | 8818 | 12176 | 20994 | 8818 | 12176 |
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 | 527486 | -177652 | -448652 | -49471 | -776749 | -173300 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 111, "offset": 199 } }, "second_band": { "type": "vwma", "factors": { "length": 26, "offset": 0 } } }
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# | 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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