Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1006190.9284 | 1046489.9101 | -40298.9817 | 115248.8881 | 468838.9288 | -353590.0407 |
Total P&L (%) | 1006.1909 | 1046.4899 | -40.299 | 115.2489 | 468.8389 | -353.59 |
Avg Daily Profit (%) | 0.5636 | 0.5862 | -0.0226 | 0.043 | 0.0974 | 0 |
Buy And Hold Return (%) | 402.9798 | 402.9798 | 402.9798 | 402.9798 | 402.9798 | 402.9798 |
Max Trade Drawdown | -103254 | -87743 | -206065 | -539385 | -548084 | -786852 |
Profit Factor | 2.1289 | 4.0186 | 0.926 | 1.0351 | 1.3564 | 0.8205 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Losing Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Profitability (%) | 45.1389 | 44.4444 | 45.8333 | 45.1389 | 44.4444 | 45.8333 |
Ratio Avg Win / Avg Loss | 2.5874 | 5.0233 | 1.0944 | 1.258 | 1.6955 | 0.9697 |
Largest Winning Trade | 797703 | 797703 | 60647 | 396108 | 396108 | 157554 |
Largest Losing Trade | -49672 | -35573 | -49672 | -300141 | -197401 | -300141 |
Avg Bars in Trades | 48 | 41 | 55 | 48 | 41 | 55 |
Avg Bars in Winners | 72 | 61 | 82 | 72 | 61 | 82 |
Avg Bars in Losers | 29 | 26 | 32 | 29 | 26 | 32 |
Bars Traded | 7013 | 3018 | 3995 | 7013 | 3018 | 3995 |
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 | 363914 | -66674 | -660189 | -484766 | -257918 | -661856 |
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{ "first_band": { "type": "vwma", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 58, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 58, "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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