Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1460143.5539 | 1390446.8759 | 69696.678 | 1658021.8739 | 1541539.9756 | 116481.8983 |
Total P&L (%) | 1460.1436 | 1390.4469 | 69.6967 | 1658.0219 | 1541.54 | 116.4819 |
Avg Daily Profit (%) | 0.7776 | 0.7405 | 0.0371 | 0.1528 | 0.1491 | 0.0411 |
Buy And Hold Return (%) | 259.9302 | 259.9302 | 259.9302 | 259.9302 | 259.9302 | 259.9302 |
Max Trade Drawdown | -127045 | -74433 | -83832 | -3041190 | -2493733 | -1013254 |
Profit Factor | 3.1863 | 5.261 | 1.2041 | 1.2101 | 1.3501 | 1.0334 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 41 | 16 | 25 | 41 | 16 | 25 |
Losing Trades | 59 | 34 | 25 | 59 | 34 | 25 |
Profitability (%) | 41 | 32 | 50 | 41 | 32 | 50 |
Ratio Avg Win / Avg Loss | 4.5851 | 11.1796 | 1.2041 | 1.7414 | 2.8689 | 1.0334 |
Largest Winning Trade | 1035194 | 1035194 | 53980 | 2389628 | 2389628 | 601331 |
Largest Losing Trade | -61443 | -29471 | -61443 | -1127642 | -1127642 | -578140 |
Avg Bars in Trades | 53 | 47 | 59 | 53 | 47 | 59 |
Avg Bars in Winners | 76 | 71 | 79 | 76 | 71 | 79 |
Avg Bars in Losers | 37 | 36 | 38 | 37 | 36 | 38 |
Bars Traded | 5351 | 2394 | 2957 | 5351 | 2394 | 2957 |
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 | 536721 | -167511 | -489649 | 166749 | -179807 | -667575 |
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{ "first_band": { "type": "vwma", "factors": { "length": 129, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 92, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 129, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 92, "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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