Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1812734.8839 | 1624280.9364 | 188453.9475 | 11813539.7917 | -492308.4157 | 12305848.2074 |
Total P&L (%) | 1812.7349 | 1624.2809 | 188.4539 | 11813.5398 | -492.3084 | 12305.8482 |
Avg Daily Profit (%) | 0.9751 | 0.8737 | 0.1014 | 0.2575 | 0 | 0.2597 |
Buy And Hold Return (%) | 78.5339 | 78.5339 | 78.5339 | 78.5339 | 78.5339 | 78.5339 |
Max Trade Drawdown | -62784 | -70749 | -39106 | -10215467 | -6636538 | -4910398 |
Profit Factor | 5.55 | 8.3576 | 2.0609 | 1.4061 | 0.9717 | 2.0521 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 36 | 14 | 22 | 36 | 14 | 22 |
Losing Trades | 77 | 43 | 34 | 77 | 43 | 34 |
Profitability (%) | 31.8584 | 24.5614 | 39.2857 | 31.8584 | 24.5614 | 39.2857 |
Ratio Avg Win / Avg Loss | 11.8708 | 25.6697 | 3.185 | 3.0075 | 2.9845 | 3.1714 |
Largest Winning Trade | 1425784 | 1425784 | 62115 | 7499689 | 4871022 | 7499689 |
Largest Losing Trade | -17141 | -12501 | -17141 | -2661199 | -2661199 | -2258823 |
Avg Bars in Trades | 31 | 25 | 37 | 31 | 25 | 37 |
Avg Bars in Winners | 81 | 77 | 83 | 81 | 77 | 83 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 3577 | 1452 | 2125 | 3577 | 1452 | 2125 |
Profit Streak | 0 | 0 | 43.9012 | 0 | 0 | 43.9012 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 531410 | -190045 | -241182 | 130233 | -789803 | -170786 |
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{ "first_band": { "type": "vwma", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 92, "offset": 0 } }, "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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