Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 765126.4044 | 638790.2313 | 126336.1731 | 740988.0958 | 338891.3136 | 402096.7822 |
Total P&L (%) | 765.1264 | 638.7902 | 126.3362 | 740.9881 | 338.8913 | 402.0968 |
Avg Daily Profit (%) | 0.411 | 0.3431 | 0.0679 | 0.1144 | 0.0795 | 0.0867 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124781 | -109260 | -66953 | -815117 | -678848 | -418945 |
Profit Factor | 2.4615 | 3.1961 | 1.543 | 1.2274 | 1.1833 | 1.2851 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 27 | 11 | 16 | 27 | 11 | 16 |
Losing Trades | 38 | 22 | 16 | 38 | 22 | 16 |
Profitability (%) | 41.5385 | 33.3333 | 50 | 41.5385 | 33.3333 | 50 |
Ratio Avg Win / Avg Loss | 3.4643 | 6.3923 | 1.543 | 1.7274 | 2.3667 | 1.2851 |
Largest Winning Trade | 503751 | 503751 | 60120 | 808559 | 808559 | 337695 |
Largest Losing Trade | -50538 | -50538 | -34337 | -295657 | -222434 | -295657 |
Avg Bars in Trades | 109 | 80 | 139 | 109 | 80 | 139 |
Avg Bars in Winners | 177 | 135 | 206 | 177 | 135 | 206 |
Avg Bars in Losers | 60 | 53 | 71 | 60 | 53 | 71 |
Bars Traded | 7117 | 2658 | 4459 | 7117 | 2658 | 4459 |
Profit Streak | 0 | 0 | 26.2172 | 0 | 0 | 26.2172 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -125036 | 319075 | -99138 | -178617 | -111078 | -76690 |
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{ "first_band": { "type": "vwma", "factors": { "length": 95, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 125, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 95, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 125, "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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