Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1692613.3897 | 1669805.1633 | 22808.2264 | 19074418.9809 | 19969223.251 | -894804.27 |
Total P&L (%) | 1692.6134 | 1669.8052 | 22.8082 | 19074.419 | 19969.2233 | -894.8043 |
Avg Daily Profit (%) | 0.9053 | 0.8931 | 0.0122 | 0.2815 | 0.284 | 0 |
Buy And Hold Return (%) | 6508.5943 | 6508.5943 | 6508.5943 | 6508.5943 | 6508.5943 | 6508.5943 |
Max Trade Drawdown | -131373 | -88623 | -90352 | -11925927 | -2378941 | -9624394 |
Profit Factor | 5.1848 | 9.1579 | 1.1142 | 1.8618 | 3.2917 | 0.9333 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Profitability (%) | 51.6667 | 46.6667 | 56.6667 | 51.6667 | 46.6667 | 56.6667 |
Ratio Avg Win / Avg Loss | 4.8503 | 10.4661 | 0.852 | 1.7417 | 3.762 | 0.7137 |
Largest Winning Trade | 815166 | 815166 | 58351 | 6666055 | 6666055 | 6233794 |
Largest Losing Trade | -53388 | -53388 | -42722 | -7127847 | -2301533 | -7127847 |
Avg Bars in Trades | 116 | 117 | 114 | 116 | 117 | 114 |
Avg Bars in Winners | 180 | 211 | 155 | 180 | 211 | 155 |
Avg Bars in Losers | 47 | 36 | 61 | 47 | 36 | 61 |
Bars Traded | 6972 | 3536 | 3436 | 6972 | 3536 | 3436 |
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 | -317873 | -145346 | -438112 | -164188 | 383543 | -579961 |
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{ "first_band": { "type": "vwma", "factors": { "length": 135, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 41, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 135, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 41, "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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