Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1843514.0957 | 1948374.1302 | -104860.0346 | -26060.6507 | 63644.5449 | -89705.1956 |
Total P&L (%) | 1843.5141 | 1948.3741 | -104.86 | -26.0607 | 63.6445 | -89.7052 |
Avg Daily Profit (%) | 0.8307 | 0.8779 | -0.0472 | -0.0136 | 0.0222 | -0.1024 |
Buy And Hold Return (%) | 296.2547 | 296.2547 | 296.2547 | 296.2547 | 296.2547 | 296.2547 |
Max Trade Drawdown | -224980 | -77249 | -217497 | -84570 | -40910 | -113548 |
Profit Factor | 3.9656 | 8.1356 | 0.6992 | 0.9172 | 1.5018 | 0.5229 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 74 | 36 | 38 | 74 | 36 | 38 |
Profitability (%) | 30.8411 | 32.0755 | 29.6296 | 30.8411 | 32.0755 | 29.6296 |
Ratio Avg Win / Avg Loss | 8.8926 | 17.2283 | 1.6606 | 2.0568 | 3.1803 | 1.242 |
Largest Winning Trade | 2030714 | 2030714 | 54561 | 105309 | 105309 | 27492 |
Largest Losing Trade | -52456 | -41150 | -52456 | -44185 | -20653 | -44185 |
Avg Bars in Trades | 57 | 52 | 63 | 57 | 52 | 63 |
Avg Bars in Winners | 138 | 126 | 150 | 138 | 126 | 150 |
Avg Bars in Losers | 21 | 16 | 26 | 21 | 16 | 26 |
Bars Traded | 6184 | 2760 | 3424 | 6184 | 2760 | 3424 |
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 | 451608 | -165824 | -767743 | -585166 | -513866 | -768854 |
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{ "first_band": { "type": "vwma", "factors": { "length": 31, "offset": 231 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 31, "offset": 231 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "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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