Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1625077.9889 | 1577900.0728 | 47177.916 | 308293.6878 | -584172.4297 | 892466.1175 |
Total P&L (%) | 1625.078 | 1577.9001 | 47.1779 | 308.2937 | -584.1724 | 892.4661 |
Avg Daily Profit (%) | 0.8794 | 0.8538 | 0.0255 | 0.0762 | 0 | 0.1243 |
Buy And Hold Return (%) | 70.7975 | 70.7975 | 70.7975 | 70.7975 | 70.7975 | 70.7975 |
Max Trade Drawdown | -164605 | -174650 | -62321 | -3668450 | -3848828 | -1079638 |
Profit Factor | 2.5907 | 4.0654 | 1.0931 | 1.0217 | 0.9166 | 1.1237 |
Total Trades | 323 | 162 | 161 | 323 | 162 | 161 |
Winning Trades | 126 | 55 | 71 | 126 | 55 | 71 |
Losing Trades | 197 | 107 | 90 | 197 | 107 | 90 |
Profitability (%) | 39.0093 | 33.9506 | 44.0994 | 39.0093 | 33.9506 | 44.0994 |
Ratio Avg Win / Avg Loss | 4.0506 | 7.9091 | 1.3856 | 1.5974 | 1.7832 | 1.4244 |
Largest Winning Trade | 1523117 | 1523117 | 35295 | 1352952 | 1352952 | 753666 |
Largest Losing Trade | -24088 | -22040 | -24088 | -777703 | -777703 | -632470 |
Avg Bars in Trades | 11 | 12 | 9 | 11 | 12 | 9 |
Avg Bars in Winners | 17 | 22 | 14 | 17 | 22 | 14 |
Avg Bars in Losers | 6 | 7 | 5 | 6 | 7 | 5 |
Bars Traded | 3591 | 2084 | 1507 | 3591 | 2084 | 1507 |
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 | 571237 | 527467 | -444412 | -291042 | -583670 | -112854 |
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{ "first_band": { "type": "vwma", "factors": { "length": 77, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 236, "offset": 0, "std": 4.78984 } } }
# | 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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