Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1658825.3044 | 1599842.3848 | 58982.9196 | 605259.1243 | 545447.2647 | 59811.8596 |
Total P&L (%) | 1658.8253 | 1599.8424 | 58.9829 | 605.2591 | 545.4473 | 59.8119 |
Avg Daily Profit (%) | 0.8945 | 0.8627 | 0.0318 | 0.1054 | 0.1006 | 0.0253 |
Buy And Hold Return (%) | 29.803 | 29.803 | 29.803 | 29.803 | 29.803 | 29.803 |
Max Trade Drawdown | -164506 | -122614 | -88225 | -1407885 | -1033813 | -603853 |
Profit Factor | 3.7989 | 5.6545 | 1.2369 | 1.1551 | 1.2285 | 1.0394 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Profitability (%) | 36.9863 | 32.4324 | 41.6667 | 36.9863 | 32.4324 | 41.6667 |
Ratio Avg Win / Avg Loss | 6.4722 | 11.7802 | 1.7317 | 1.9679 | 2.5594 | 1.4552 |
Largest Winning Trade | 1516320 | 1516320 | 64349 | 1516320 | 1516320 | 355720 |
Largest Losing Trade | -44772 | -44615 | -44772 | -452736 | -452736 | -340892 |
Avg Bars in Trades | 47 | 39 | 55 | 47 | 39 | 55 |
Avg Bars in Winners | 73 | 58 | 84 | 73 | 58 | 84 |
Avg Bars in Losers | 32 | 30 | 35 | 32 | 30 | 35 |
Bars Traded | 3461 | 1456 | 2005 | 3461 | 1456 | 2005 |
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 | -61176 | 528081 | -159861 | -182071 | -64317 | -346326 |
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{ "first_band": { "type": "vwma", "factors": { "length": 55, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 26, "offset": 0, "std": 4.27199 } } }
# | 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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