Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 546503.5761 | 449689.113 | 96814.4631 | -981667.2267 | 691170.0205 | -1672837.2472 |
Total P&L (%) | 546.5036 | 449.6891 | 96.8145 | -981.6672 | 691.17 | -1672.8372 |
Avg Daily Profit (%) | 0.2766 | 0.2276 | 0.049 | 0 | 0.1047 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140396 | -62901 | -184361 | -2018495 | -825175 | -1723771 |
Profit Factor | 1.9655 | 2.8609 | 1.2985 | 0.7082 | 1.5451 | 0.2021 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 36 | 19 | 17 | 27 | 18 | 9 |
Losing Trades | 27 | 13 | 14 | 36 | 14 | 22 |
Profitability (%) | 57.1429 | 59.375 | 54.8387 | 42.8571 | 56.25 | 29.0323 |
Ratio Avg Win / Avg Loss | 1.4741 | 1.9575 | 1.0693 | 0.9443 | 1.2017 | 0.4941 |
Largest Winning Trade | 129204 | 129204 | 73753 | 525198 | 525198 | 187743 |
Largest Losing Trade | -121352 | -50963 | -121352 | -742224 | -354848 | -742224 |
Avg Bars in Trades | 181 | 117 | 248 | 181 | 117 | 248 |
Avg Bars in Winners | 242 | 128 | 370 | 178 | 125 | 285 |
Avg Bars in Losers | 100 | 101 | 99 | 183 | 106 | 232 |
Bars Traded | 11444 | 3755 | 7689 | 11444 | 3755 | 7689 |
Profit Streak | 0 | 0 | 1311.329 | 496.6624 | 577.6624 | 0 |
Trades During Streak | 0 | 0 | 8 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -138759 | 522045 | -125421 | -734249 | -49434 | -592860 |
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{ "first_band": { "type": "vwma", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 105, "offset": 143, "std": 3.85991 } } }
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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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