Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 436124.0606 | 310257.6507 | 125866.4099 | 1002881.4408 | 299408.6218 | 703472.8191 |
Total P&L (%) | 436.1241 | 310.2577 | 125.8664 | 1002.8814 | 299.4086 | 703.4728 |
Avg Daily Profit (%) | 0.2325 | 0.1654 | 0.0671 | 0.1281 | 0.0739 | 0.1112 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99692 | -114533 | -107509 | -870413 | -989623 | -393724 |
Profit Factor | 1.526 | 1.6995 | 1.3265 | 1.155 | 1.0792 | 1.2614 |
Total Trades | 240 | 120 | 120 | 240 | 120 | 120 |
Winning Trades | 133 | 64 | 69 | 133 | 64 | 69 |
Losing Trades | 107 | 56 | 51 | 107 | 56 | 51 |
Profitability (%) | 55.4167 | 53.3333 | 57.5 | 55.4167 | 53.3333 | 57.5 |
Ratio Avg Win / Avg Loss | 1.2277 | 1.4871 | 0.9804 | 0.9292 | 0.9443 | 0.9323 |
Largest Winning Trade | 91888 | 91888 | 38587 | 598455 | 598455 | 342909 |
Largest Losing Trade | -39546 | -19481 | -39546 | -298041 | -298041 | -178610 |
Avg Bars in Trades | 92 | 82 | 101 | 92 | 82 | 101 |
Avg Bars in Winners | 93 | 70 | 113 | 93 | 70 | 113 |
Avg Bars in Losers | 90 | 96 | 85 | 90 | 96 | 85 |
Bars Traded | 22092 | 9898 | 12194 | 22092 | 9898 | 12194 |
Profit Streak | 0 | 0 | 27.0167 | 0 | 0 | 27.0167 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 407597 | 346729 | -103480 | -71436 | -229215 | -44727 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 225, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 126, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 225, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 126, "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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