Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1728790.3708 | -107187.8397 | -1621602.5311 | 70016.6948 | -7705868.7062 | 7775885.4011 |
Total P&L (%) | -1728.7904 | -107.1878 | -1621.6025 | 70.0167 | -7705.8687 | 7775.8854 |
Avg Daily Profit (%) | -0.7666 | -0.0475 | -0.719 | 0.0235 | 0 | 0.1938 |
Buy And Hold Return (%) | 281.7439 | 281.7439 | 281.7439 | 281.7439 | 281.7439 | 281.7439 |
Max Trade Drawdown | -1770366 | -198299 | -1666720 | -14184701 | -10520548 | -3680498 |
Profit Factor | 0.2157 | 0.678 | 0.1334 | 1.0039 | 0.3411 | 2.2784 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 48 | 21 | 27 | 40 | 17 | 23 |
Losing Trades | 37 | 21 | 16 | 45 | 25 | 20 |
Profitability (%) | 56.4706 | 50 | 62.7907 | 47.0588 | 40.4762 | 53.4884 |
Ratio Avg Win / Avg Loss | 0.1663 | 0.678 | 0.0791 | 1.1294 | 0.5017 | 1.9812 |
Largest Winning Trade | 36025 | 36025 | 20139 | 9656034 | 3183798 | 9656034 |
Largest Losing Trade | -1179875 | -59286 | -1179875 | -5948534 | -5948534 | -1714496 |
Avg Bars in Trades | 101 | 108 | 93 | 101 | 108 | 93 |
Avg Bars in Winners | 40 | 37 | 43 | 52 | 47 | 56 |
Avg Bars in Losers | 179 | 179 | 179 | 144 | 150 | 137 |
Bars Traded | 8594 | 4557 | 4037 | 8594 | 4557 | 4037 |
Profit Streak | 11.016 | 0 | 279.766 | 11.016 | 0 | 279.766 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579071 | -580734 | -577697 | -543673 | -584438 | 511071 |
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{ "first_band": { "type": "vwma", "factors": { "length": 27, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 144, "offset": 0, "std": 4.86171 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 27, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 144, "offset": 0, "std": 4.86171 } } }
# | 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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