Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 295938.8954 | 311487.0973 | -15548.202 | -93461.6961 | 113236.4443 | -206698.1404 |
Total P&L (%) | 295.9389 | 311.4871 | -15.5482 | -93.4617 | 113.2364 | -206.6981 |
Avg Daily Profit (%) | 0.1556 | 0.1638 | -0.0082 | -0.1433 | 0.0398 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -214881 | -127320 | -231521 | -310527 | -58122 | -311537 |
Profit Factor | 1.3727 | 2.0592 | 0.9689 | 0.8261 | 1.9901 | 0.5113 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 54.878 | 56.0976 | 53.6585 | 54.878 | 56.0976 | 53.6585 |
Ratio Avg Win / Avg Loss | 1.1287 | 1.6116 | 0.8368 | 0.6792 | 1.5575 | 0.4416 |
Largest Winning Trade | 102563 | 102563 | 64301 | 80627 | 80627 | 66677 |
Largest Losing Trade | -88385 | -29673 | -88385 | -277273 | -35013 | -277273 |
Avg Bars in Trades | 133 | 66 | 200 | 133 | 66 | 200 |
Avg Bars in Winners | 134 | 65 | 206 | 134 | 65 | 206 |
Avg Bars in Losers | 132 | 68 | 194 | 132 | 68 | 194 |
Bars Traded | 10965 | 2737 | 8229 | 10965 | 2737 | 8229 |
Profit Streak | 0 | 542.9842 | 0 | 0 | 542.9842 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -374 | 468429 | -580268 | -588923 | -134127 | -580268 |
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{ "first_band": { "type": "vwma", "factors": { "length": 194, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 183, "offset": 0, "std": 4.68937 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 194, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 183, "offset": 0, "std": 4.68937 } } }
# | 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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