Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2136762.6463 | -136354.8326 | -2000407.8137 | -133805.3431 | 2245363.2366 | -2379168.5797 |
Total P&L (%) | -2136.7626 | -136.3548 | -2000.4078 | -133.8053 | 2245.3632 | -2379.1686 |
Avg Daily Profit (%) | -1.1869 | -0.0757 | -1.1112 | 0 | 0.1754 | 0 |
Buy And Hold Return (%) | 247.6955 | 247.6955 | 247.6955 | 247.6955 | 247.6955 | 247.6955 |
Max Trade Drawdown | -2270435 | -206842 | -1092751 | -10112139 | -67160 | -10109691 |
Profit Factor | 0.1679 | 0.5906 | 0.105 | 0.9885 | 20.8302 | 0.7938 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 49 | 21 | 28 | 21 | 16 | 5 |
Losing Trades | 21 | 14 | 7 | 49 | 19 | 30 |
Profitability (%) | 70 | 60 | 80 | 30 | 45.7143 | 14.2857 |
Ratio Avg Win / Avg Loss | 0.072 | 0.3937 | 0.0262 | 2.3065 | 24.7359 | 4.7628 |
Largest Winning Trade | 36477 | 36477 | 20105 | 9069925 | 1302613 | 9069925 |
Largest Losing Trade | -1006622 | -69274 | -1006622 | -9900459 | -43720 | -9900459 |
Avg Bars in Trades | 97 | 117 | 77 | 97 | 117 | 77 |
Avg Bars in Winners | 31 | 29 | 34 | 221 | 222 | 217 |
Avg Bars in Losers | 251 | 251 | 252 | 44 | 29 | 54 |
Bars Traded | 6853 | 4128 | 2725 | 6853 | 4128 | 2725 |
Profit Streak | 89.6334 | 89.6334 | 294.1334 | 0 | 0 | 0 |
Trades During Streak | 9 | 4 | 8 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -675067 | -578087 | -575444 | -684555 | 528462 | -655046 |
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{ "first_band": { "type": "vwma", "factors": { "length": 18, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 153, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 18, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 153, "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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