Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 856285.2816 | 670814.9638 | 185470.3178 | 1869703.8286 | 2792482.9467 | -922779.118 |
Total P&L (%) | 856.2853 | 670.815 | 185.4703 | 1869.7038 | 2792.4829 | -922.7791 |
Avg Daily Profit (%) | 0.5371 | 0.4208 | 0.1163 | 0.1871 | 0.2113 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160206 | -140465 | -66838 | -13094905 | -9158410 | -5349082 |
Profit Factor | 2.4559 | 3.026 | 1.7215 | 1.0872 | 1.2379 | 0.905 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 44 | 17 | 27 | 44 | 17 | 27 |
Losing Trades | 65 | 38 | 27 | 65 | 38 | 27 |
Profitability (%) | 40.367 | 30.9091 | 50 | 40.367 | 30.9091 | 50 |
Ratio Avg Win / Avg Loss | 3.628 | 6.764 | 1.7215 | 1.6061 | 2.7671 | 0.905 |
Largest Winning Trade | 362143 | 362143 | 48588 | 10191007 | 10191007 | 2508871 |
Largest Losing Trade | -29637 | -20846 | -29637 | -1686629 | -1559896 | -1686629 |
Avg Bars in Trades | 86 | 72 | 99 | 86 | 72 | 99 |
Avg Bars in Winners | 151 | 159 | 145 | 151 | 159 | 145 |
Avg Bars in Losers | 42 | 34 | 54 | 42 | 34 | 54 |
Bars Traded | 9408 | 4012 | 5396 | 9408 | 4012 | 5396 |
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 | 437141 | -172052 | -214474 | -119054 | -178807 | -760833 |
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{ "first_band": { "type": "vwma", "factors": { "length": 18, "offset": 109 } }, "second_band": { "type": "midpoint", "factors": { "length": 11, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 18, "offset": 109 } }, "second_band": { "type": "midpoint", "factors": { "length": 11, "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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