Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 432137.5923 | 404909.7263 | 27227.866 | 497293.8654 | 902163.574 | -404869.7086 |
Total P&L (%) | 432.1376 | 404.9097 | 27.2279 | 497.2939 | 902.1636 | -404.8697 |
Avg Daily Profit (%) | 0.3059 | 0.2867 | 0.0193 | 0.1266 | 0.1633 | 0 |
Buy And Hold Return (%) | 58.4217 | 58.4217 | 58.4217 | 58.4217 | 58.4217 | 58.4217 |
Max Trade Drawdown | -117037 | -80690 | -115016 | -1100284 | -467853 | -797483 |
Profit Factor | 1.874 | 2.7562 | 1.1032 | 1.1547 | 1.6517 | 0.7789 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 46.7532 | 48.7179 | 44.7368 | 46.7532 | 48.7179 | 44.7368 |
Ratio Avg Win / Avg Loss | 2.1343 | 2.9012 | 1.3628 | 1.315 | 1.7386 | 0.9621 |
Largest Winning Trade | 144329 | 144329 | 58342 | 785590 | 785590 | 216251 |
Largest Losing Trade | -45809 | -29615 | -45809 | -449606 | -332401 | -449606 |
Avg Bars in Trades | 34 | 25 | 43 | 34 | 25 | 43 |
Avg Bars in Winners | 45 | 34 | 57 | 45 | 34 | 57 |
Avg Bars in Losers | 24 | 16 | 32 | 24 | 16 | 32 |
Bars Traded | 2639 | 983 | 1656 | 2639 | 983 | 1656 |
Profit Streak | 0 | 0 | 495.4003 | 0 | 0 | 495.4003 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -35456 | 481498 | -441347 | -121925 | 383470 | -582227 |
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{ "first_band": { "type": "vwma", "factors": { "length": 80, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 80, "offset": 0 } }, "second_band": { "type": "hilo", "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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