Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1201865.306 | 1164447.583 | 37417.723 | 1296979.4252 | 2475579.0681 | -1178599.6429 |
Total P&L (%) | 1201.8653 | 1164.4476 | 37.4177 | 1296.9794 | 2475.5791 | -1178.5996 |
Avg Daily Profit (%) | 0.5427 | 0.5258 | 0.0169 | 0.1191 | 0.1468 | 0 |
Buy And Hold Return (%) | 467.4256 | 467.4256 | 467.4256 | 467.4256 | 467.4256 | 467.4256 |
Max Trade Drawdown | -118678 | -83157 | -135595 | -3474030 | -1605946 | -2289619 |
Profit Factor | 1.9211 | 2.6059 | 1.0645 | 1.0777 | 1.2866 | 0.8539 |
Total Trades | 316 | 158 | 158 | 316 | 158 | 158 |
Winning Trades | 123 | 63 | 60 | 123 | 63 | 60 |
Losing Trades | 193 | 95 | 98 | 193 | 95 | 98 |
Profitability (%) | 38.9241 | 39.8734 | 37.9747 | 38.9241 | 39.8734 | 37.9747 |
Ratio Avg Win / Avg Loss | 3.0144 | 3.9296 | 1.7388 | 1.6909 | 1.9401 | 1.3946 |
Largest Winning Trade | 689071 | 689071 | 44644 | 2882417 | 2882417 | 791840 |
Largest Losing Trade | -48864 | -39205 | -48864 | -1698074 | -696677 | -1698074 |
Avg Bars in Trades | 20 | 24 | 17 | 20 | 24 | 17 |
Avg Bars in Winners | 31 | 36 | 26 | 31 | 36 | 26 |
Avg Bars in Losers | 14 | 17 | 11 | 14 | 17 | 11 |
Bars Traded | 6591 | 3900 | 2691 | 6591 | 3900 | 2691 |
Profit Streak | 0 | 0 | 31.621 | 0 | 0 | 31.621 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314833 | 316422 | -488061 | -173231 | -72 | -582697 |
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{ "first_band": { "type": "bbm", "factors": { "length": 240, "offset": 128, "std": 4.95724 } }, "second_band": { "type": "vwma", "factors": { "length": 28, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 240, "offset": 128, "std": 4.95724 } }, "second_band": { "type": "vwma", "factors": { "length": 28, "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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