Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 607479.8906 | 454605.9068 | 152873.9838 | 1417860.601 | 1101860.081 | 316000.5199 |
Total P&L (%) | 607.4799 | 454.6059 | 152.874 | 1417.8606 | 1101.8601 | 316.0005 |
Avg Daily Profit (%) | 0.265 | 0.1983 | 0.0667 | 0.1187 | 0.1085 | 0.0622 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145902 | -149633 | -67627 | -990657 | -751479 | -591143 |
Profit Factor | 1.7475 | 2.1117 | 1.3786 | 1.2904 | 1.4142 | 1.1422 |
Total Trades | 163 | 82 | 81 | 163 | 82 | 81 |
Winning Trades | 82 | 38 | 44 | 82 | 38 | 44 |
Losing Trades | 81 | 44 | 37 | 81 | 44 | 37 |
Profitability (%) | 50.3067 | 46.3415 | 54.321 | 50.3067 | 46.3415 | 54.321 |
Ratio Avg Win / Avg Loss | 1.7262 | 2.4451 | 1.1593 | 1.2747 | 1.6375 | 0.9605 |
Largest Winning Trade | 128079 | 128079 | 37687 | 676456 | 676456 | 215158 |
Largest Losing Trade | -36174 | -36174 | -35757 | -396537 | -226746 | -396537 |
Avg Bars in Trades | 40 | 40 | 40 | 40 | 40 | 40 |
Avg Bars in Winners | 47 | 46 | 48 | 47 | 46 | 48 |
Avg Bars in Losers | 33 | 35 | 30 | 33 | 35 | 30 |
Bars Traded | 6578 | 3297 | 3281 | 6578 | 3297 | 3281 |
Profit Streak | 0 | 0 | 69.9118 | 0 | 0 | 69.9118 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 460785 | 206685 | -113356 | -33198 | -51696 | -185649 |
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{ "first_band": { "type": "vwma", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 88, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 88, "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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