Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 531230.7423 | 487698.5492 | 43532.1931 | -1839.2172 | -80142.9278 | 78303.7106 |
Total P&L (%) | 531.2307 | 487.6985 | 43.5322 | -1.8392 | -80.1429 | 78.3037 |
Avg Daily Profit (%) | 0.3283 | 0.3014 | 0.0269 | -0.0011 | -0.0999 | 0.0357 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -236263 | -196951 | -47616 | -1534559 | -1156078 | -466245 |
Profit Factor | 1.5054 | 1.6753 | 1.1323 | 0.9995 | 0.9679 | 1.0574 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 84 | 41 | 43 | 84 | 41 | 43 |
Losing Trades | 98 | 50 | 48 | 98 | 50 | 48 |
Profitability (%) | 46.1538 | 45.0549 | 47.2527 | 46.1538 | 45.0549 | 47.2527 |
Ratio Avg Win / Avg Loss | 1.7563 | 2.0431 | 1.264 | 1.1661 | 1.1804 | 1.1803 |
Largest Winning Trade | 236411 | 236411 | 29708 | 854754 | 854754 | 361346 |
Largest Losing Trade | -44518 | -44518 | -26454 | -354134 | -354134 | -230769 |
Avg Bars in Trades | 103 | 176 | 29 | 103 | 176 | 29 |
Avg Bars in Winners | 142 | 259 | 30 | 142 | 259 | 30 |
Avg Bars in Losers | 69 | 108 | 29 | 69 | 108 | 29 |
Bars Traded | 18782 | 16065 | 2717 | 18782 | 16065 | 2717 |
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 | 397514 | 339386 | -234899 | -579653 | -581345 | -303668 |
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{ "first_band": { "type": "vwma", "factors": { "length": 155, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 39, "offset": 0, "std": 3.32469 } } }
# | 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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