Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 227236.9962 | 199107.6808 | 28129.3155 | -62098.8784 | 195061.055 | -257159.9334 |
Total P&L (%) | 227.237 | 199.1077 | 28.1293 | -62.0989 | 195.0611 | -257.1599 |
Avg Daily Profit (%) | 0.1596 | 0.1399 | 0.0198 | -0.0681 | 0.076 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128328 | -55341 | -111735 | -532178 | -118663 | -489899 |
Profit Factor | 1.3566 | 1.731 | 1.0771 | 0.9558 | 1.3877 | 0.7148 |
Total Trades | 199 | 99 | 100 | 199 | 99 | 100 |
Winning Trades | 156 | 77 | 79 | 156 | 77 | 79 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 78.392 | 77.7778 | 79 | 78.392 | 77.7778 | 79 |
Ratio Avg Win / Avg Loss | 0.3739 | 0.4946 | 0.2863 | 0.2635 | 0.3965 | 0.19 |
Largest Winning Trade | 33168 | 33168 | 17993 | 39574 | 39574 | 35154 |
Largest Losing Trade | -86650 | -55341 | -86650 | -489060 | -93885 | -489060 |
Avg Bars in Trades | 19 | 23 | 15 | 19 | 23 | 15 |
Avg Bars in Winners | 8 | 9 | 7 | 8 | 9 | 7 |
Avg Bars in Losers | 61 | 73 | 48 | 61 | 73 | 48 |
Bars Traded | 3959 | 2371 | 1589 | 3959 | 2371 | 1589 |
Profit Streak | 15.6376 | 0 | 63.6376 | 15.6376 | 0 | 63.6376 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 418317 | -1963 | -301655 | -575197 | -88613 | -575307 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 90, "offset": 0 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 90, "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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