Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 335944.599 | 243314.4435 | 92630.1555 | -2503.7463 | 30560.9441 | -33064.6904 |
Total P&L (%) | 335.9446 | 243.3144 | 92.6302 | -2.5037 | 30.5609 | -33.0647 |
Avg Daily Profit (%) | 0.2098 | 0.152 | 0.0579 | -0.0016 | 0.0167 | -0.0251 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130232 | -128544 | -75422 | -314892 | -239623 | -132723 |
Profit Factor | 1.4713 | 1.5961 | 1.304 | 0.9983 | 1.036 | 0.9485 |
Total Trades | 155 | 77 | 78 | 155 | 77 | 78 |
Winning Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Losing Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Profitability (%) | 63.871 | 64.9351 | 62.8205 | 63.871 | 64.9351 | 62.8205 |
Ratio Avg Win / Avg Loss | 0.8322 | 0.8619 | 0.7718 | 0.5647 | 0.5594 | 0.5613 |
Largest Winning Trade | 121976 | 121976 | 49606 | 107844 | 107844 | 59801 |
Largest Losing Trade | -75422 | -68007 | -75422 | -122871 | -122871 | -114740 |
Avg Bars in Trades | 59 | 82 | 37 | 59 | 82 | 37 |
Avg Bars in Winners | 41 | 55 | 26 | 41 | 55 | 26 |
Avg Bars in Losers | 92 | 132 | 56 | 92 | 132 | 56 |
Bars Traded | 9290 | 6357 | 2933 | 9290 | 6357 | 2933 |
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 | 352057 | -32306 | -149738 | -578167 | -395985 | -613296 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 228, "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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