Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1068993.3375 | 867784.4945 | 201208.843 | 3380876.4673 | 1543387.5696 | 1837488.8977 |
Total P&L (%) | 1068.9933 | 867.7845 | 201.2088 | 3380.8765 | 1543.3876 | 1837.4889 |
Avg Daily Profit (%) | 0.5672 | 0.4604 | 0.1068 | 0.1885 | 0.1486 | 0.1574 |
Buy And Hold Return (%) | 18.0488 | 18.0488 | 18.0488 | 18.0488 | 18.0488 | 18.0488 |
Max Trade Drawdown | -133447 | -107454 | -109938 | -1982948 | -1982948 | -658079 |
Profit Factor | 2.8375 | 3.6706 | 1.7834 | 1.6886 | 1.4098 | 2.6066 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 54.7619 | 52.381 | 57.1429 | 54.7619 | 52.381 | 57.1429 |
Ratio Avg Win / Avg Loss | 2.344 | 3.3369 | 1.3376 | 1.3949 | 1.2816 | 1.9549 |
Largest Winning Trade | 502528 | 502528 | 50077 | 1839559 | 1839559 | 976497 |
Largest Losing Trade | -65399 | -43575 | -65399 | -1982948 | -1982948 | -368675 |
Avg Bars in Trades | 84 | 105 | 62 | 84 | 105 | 62 |
Avg Bars in Winners | 99 | 107 | 91 | 99 | 107 | 91 |
Avg Bars in Losers | 66 | 104 | 24 | 66 | 104 | 24 |
Bars Traded | 7092 | 4447 | 2645 | 7092 | 4447 | 2645 |
Profit Streak | 0 | 0 | 349.2664 | 0 | 0 | 349.2664 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 627634 | 627681 | -45861 | 391305 | 248347 | 539159 |
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{ "first_band": { "type": "vwma", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 243, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 243, "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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