Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3583637.7248 | 3728595.3525 | -144957.6277 | 68664.0738 | 483522.6152 | -414858.5414 |
Total P&L (%) | 3583.6377 | 3728.5954 | -144.9576 | 68.6641 | 483.5226 | -414.8585 |
Avg Daily Profit (%) | 1.8247 | 1.8985 | -0.0738 | 0.0266 | 0.0899 | 0 |
Buy And Hold Return (%) | 2239.0875 | 2239.0875 | 2239.0875 | 2239.0875 | 2239.0875 | 2239.0875 |
Max Trade Drawdown | -135914 | -67099 | -170077 | -394644 | -184198 | -435295 |
Profit Factor | 6.9026 | 14.1282 | 0.5514 | 1.0495 | 1.8471 | 0.4917 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Profitability (%) | 38.1579 | 39.4737 | 36.8421 | 38.1579 | 39.4737 | 36.8421 |
Ratio Avg Win / Avg Loss | 11.187 | 21.6633 | 0.9452 | 1.7009 | 2.8323 | 0.843 |
Largest Winning Trade | 3735209 | 3735209 | 53239 | 526176 | 526176 | 164809 |
Largest Losing Trade | -52357 | -36836 | -52357 | -282865 | -105906 | -282865 |
Avg Bars in Trades | 72 | 103 | 41 | 72 | 103 | 41 |
Avg Bars in Winners | 87 | 116 | 56 | 87 | 116 | 56 |
Avg Bars in Losers | 63 | 95 | 32 | 63 | 95 | 32 |
Bars Traded | 5510 | 3932 | 1579 | 5510 | 3932 | 1579 |
Profit Streak | 0 | 0 | 479.0391 | 0 | 0 | 479.0391 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -45351 | 340075 | -585297 | -546433 | -239355 | -585297 |
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{ "first_band": { "type": "vwma", "factors": { "length": 224, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 190, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 224, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 190, "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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