Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 755198.0749 | 644277.2997 | 110920.7752 | 889889.6351 | 620177.0448 | 269712.5904 |
Total P&L (%) | 755.1981 | 644.2773 | 110.9208 | 889.8896 | 620.177 | 269.7126 |
Avg Daily Profit (%) | 0.4011 | 0.3422 | 0.0589 | 0.1218 | 0.1049 | 0.0695 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -246128 | -121422 | -161361 | -505399 | -299251 | -270362 |
Profit Factor | 1.9338 | 2.4499 | 1.3044 | 1.4985 | 1.5909 | 1.3665 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 57 | 26 | 31 | 57 | 26 | 31 |
Losing Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Profitability (%) | 54.2857 | 50 | 58.4906 | 54.2857 | 50 | 58.4906 |
Ratio Avg Win / Avg Loss | 1.6285 | 2.4499 | 0.9257 | 1.2619 | 1.5909 | 0.9698 |
Largest Winning Trade | 258345 | 258345 | 54380 | 413931 | 413931 | 172712 |
Largest Losing Trade | -53387 | -41892 | -53387 | -224255 | -224255 | -171701 |
Avg Bars in Trades | 50 | 66 | 35 | 50 | 66 | 35 |
Avg Bars in Winners | 54 | 71 | 39 | 54 | 71 | 39 |
Avg Bars in Losers | 46 | 61 | 29 | 46 | 61 | 29 |
Bars Traded | 5318 | 3449 | 1868 | 5318 | 3449 | 1868 |
Profit Streak | 3.8825 | 0 | 118.2158 | 3.8825 | 0 | 118.2158 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 501647 | -166134 | -293817 | -28164 | -229598 | -279360 |
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{ "first_band": { "type": "vwma", "factors": { "length": 101, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 129, "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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