Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1677793.51 | 166007.0688 | -1843800.5788 | -111905.7016 | 3485683.7379 | -3597589.4395 |
Total P&L (%) | -1677.7935 | 166.0071 | -1843.8006 | -111.9057 | 3485.6837 | -3597.5894 |
Avg Daily Profit (%) | -0.7224 | 0.0715 | -0.7939 | 0 | 0.1542 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1954184 | -86910 | -1975905 | -13325248 | -2293484 | -14454067 |
Profit Factor | 0.3613 | 1.5917 | 0.2141 | 0.9947 | 1.6328 | 0.7667 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 54 | 24 | 30 | 28 | 17 | 11 |
Losing Trades | 22 | 14 | 8 | 48 | 21 | 27 |
Profitability (%) | 71.0526 | 63.1579 | 78.9474 | 36.8421 | 44.7368 | 28.9474 |
Ratio Avg Win / Avg Loss | 0.1472 | 0.9285 | 0.0571 | 1.7051 | 2.017 | 1.8819 |
Largest Winning Trade | 55341 | 55341 | 38256 | 5112786 | 4456925 | 5112786 |
Largest Losing Trade | -1827945 | -81065 | -1827945 | -8776456 | -1015160 | -8776456 |
Avg Bars in Trades | 115 | 95 | 134 | 115 | 95 | 134 |
Avg Bars in Winners | 71 | 48 | 89 | 158 | 145 | 177 |
Avg Bars in Losers | 223 | 177 | 302 | 90 | 55 | 116 |
Bars Traded | 8757 | 3645 | 5111 | 8757 | 3645 | 5111 |
Profit Streak | 166.3392 | 166.3392 | 277.8392 | 0 | 0 | 0 |
Trades During Streak | 5 | 2 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -630137 | -94616 | -575641 | -636894 | 313360 | -590404 |
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{ "first_band": { "type": "vwma", "factors": { "length": 182, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 219, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 182, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 219, "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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