Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 375579.022 | 336859.9167 | 38719.1053 | 1143387.2043 | 1932994.2518 | -789607.0474 |
Total P&L (%) | 375.579 | 336.8599 | 38.7191 | 1143.3872 | 1932.9943 | -789.607 |
Avg Daily Profit (%) | 0.4237 | 0.3801 | 0.0437 | 0.2848 | 0.3404 | 0 |
Buy And Hold Return (%) | 241.2088 | 241.2088 | 241.2088 | 241.2088 | 241.2088 | 241.2088 |
Max Trade Drawdown | -91323 | -42900 | -105404 | -1055730 | -324624 | -1327513 |
Profit Factor | 2.1526 | 3.9968 | 1.1814 | 1.4158 | 3.1392 | 0.5723 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Profitability (%) | 53.5211 | 55.5556 | 51.4286 | 53.5211 | 55.5556 | 51.4286 |
Ratio Avg Win / Avg Loss | 1.8694 | 3.1975 | 1.1158 | 1.2295 | 2.5113 | 0.5405 |
Largest Winning Trade | 71528 | 71528 | 41755 | 668178 | 668178 | 193058 |
Largest Losing Trade | -28071 | -17604 | -28071 | -425718 | -230959 | -425718 |
Avg Bars in Trades | 35 | 29 | 41 | 35 | 29 | 41 |
Avg Bars in Winners | 40 | 30 | 53 | 40 | 30 | 53 |
Avg Bars in Losers | 29 | 29 | 29 | 29 | 29 | 29 |
Bars Traded | 2518 | 1067 | 1451 | 2518 | 1067 | 1451 |
Profit Streak | 0 | 0 | 49.9526 | 0 | 0 | 49.9526 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -86756 | -25191 | -320587 | -82553 | 584362 | -580037 |
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{ "first_band": { "type": "vwma", "factors": { "length": 58, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 231, "offset": 0, "std": 2.13491 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 58, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 231, "offset": 0, "std": 2.13491 } } }
# | 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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