Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1250472.5697 | 1177207.3327 | 73265.2369 | 4626912.6013 | 4388503.0344 | 238409.5669 |
Total P&L (%) | 1250.4726 | 1177.2073 | 73.2652 | 4626.9126 | 4388.503 | 238.4096 |
Avg Daily Profit (%) | 0.6846 | 0.6445 | 0.0401 | 0.2113 | 0.2085 | 0.0668 |
Buy And Hold Return (%) | 679.6851 | 679.6851 | 679.6851 | 679.6851 | 679.6851 | 679.6851 |
Max Trade Drawdown | -104348 | -77316 | -68390 | -2412218 | -1287747 | -1721434 |
Profit Factor | 3.3856 | 5.9732 | 1.2549 | 1.4287 | 1.8309 | 1.0433 |
Total Trades | 151 | 75 | 76 | 151 | 75 | 76 |
Winning Trades | 64 | 31 | 33 | 64 | 31 | 33 |
Losing Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Profitability (%) | 42.3841 | 41.3333 | 43.4211 | 42.3841 | 41.3333 | 43.4211 |
Ratio Avg Win / Avg Loss | 4.6022 | 8.4781 | 1.6351 | 1.9421 | 2.5987 | 1.3594 |
Largest Winning Trade | 599685 | 599685 | 71808 | 3100544 | 3100544 | 2004295 |
Largest Losing Trade | -28573 | -17062 | -28573 | -739178 | -739178 | -619032 |
Avg Bars in Trades | 70 | 65 | 74 | 70 | 65 | 74 |
Avg Bars in Winners | 123 | 113 | 133 | 123 | 113 | 133 |
Avg Bars in Losers | 31 | 32 | 30 | 31 | 32 | 30 |
Bars Traded | 10628 | 4929 | 5699 | 10628 | 4929 | 5699 |
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 | 306935 | -48659 | -356202 | 281408 | -49106 | -494535 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 215 } }, "second_band": { "type": "vwma", "factors": { "length": 9, "offset": 0 } } }
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 215 } }, "second_band": { "type": "vwma", "factors": { "length": 9, "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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