Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2180780.84 | 2286279.2457 | -105498.4056 | -67021.5389 | 1074345.9689 | -1141367.5077 |
Total P&L (%) | 2180.7808 | 2286.2792 | -105.4984 | -67.0215 | 1074.346 | -1141.3675 |
Avg Daily Profit (%) | 1.2158 | 1.2746 | -0.0588 | -0.0618 | 0.1374 | 0 |
Buy And Hold Return (%) | 396.3219 | 396.3219 | 396.3219 | 396.3219 | 396.3219 | 396.3219 |
Max Trade Drawdown | -337639 | -300180 | -169547 | -3812779 | -3287920 | -1800859 |
Profit Factor | 3.0612 | 4.6781 | 0.7583 | 0.9907 | 1.2617 | 0.629 |
Total Trades | 179 | 89 | 90 | 179 | 89 | 90 |
Winning Trades | 55 | 20 | 35 | 55 | 20 | 35 |
Losing Trades | 124 | 69 | 55 | 124 | 69 | 55 |
Profitability (%) | 30.7263 | 22.4719 | 38.8889 | 30.7263 | 22.4719 | 38.8889 |
Ratio Avg Win / Avg Loss | 6.9015 | 16.1394 | 1.1916 | 2.2335 | 4.3528 | 0.9885 |
Largest Winning Trade | 1545271 | 1545271 | 41427 | 1965103 | 1965103 | 465464 |
Largest Losing Trade | -73744 | -37793 | -73744 | -958184 | -723491 | -958184 |
Avg Bars in Trades | 116 | 176 | 56 | 116 | 176 | 56 |
Avg Bars in Winners | 175 | 339 | 81 | 175 | 339 | 81 |
Avg Bars in Losers | 90 | 128 | 41 | 90 | 128 | 41 |
Bars Traded | 20813 | 15683 | 5129 | 20813 | 15683 | 5129 |
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 | 425476 | -20957 | -583746 | -584558 | -52842 | -585412 |
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{ "first_band": { "type": "vwma", "factors": { "length": 242, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 59, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 242, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 59, "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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