Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1976100.269 | 1818831.0178 | 157269.2512 | 20381171.9402 | 8477282.3755 | 11903889.5647 |
Total P&L (%) | 1976.1003 | 1818.831 | 157.2693 | 20381.1719 | 8477.2824 | 11903.8896 |
Avg Daily Profit (%) | 0.8359 | 0.7693 | 0.0665 | 0.2254 | 0.1885 | 0.2027 |
Buy And Hold Return (%) | 485.7215 | 485.7215 | 485.7215 | 485.7215 | 485.7215 | 485.7215 |
Max Trade Drawdown | -67667 | -115435 | -48893 | -19157540 | -16243150 | -10143124 |
Profit Factor | 5.3726 | 7.7136 | 1.8688 | 1.3775 | 1.2677 | 1.5332 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Losing Trades | 47 | 26 | 21 | 47 | 26 | 21 |
Profitability (%) | 38.1579 | 31.5789 | 44.7368 | 38.1579 | 31.5789 | 44.7368 |
Ratio Avg Win / Avg Loss | 8.7073 | 16.7129 | 2.3086 | 2.2325 | 2.7467 | 1.894 |
Largest Winning Trade | 1404369 | 1404369 | 60063 | 17805105 | 17805105 | 14874386 |
Largest Losing Trade | -24087 | -24087 | -21259 | -7825925 | -6194564 | -7825925 |
Avg Bars in Trades | 180 | 158 | 202 | 180 | 158 | 202 |
Avg Bars in Winners | 316 | 320 | 314 | 316 | 320 | 314 |
Avg Bars in Losers | 96 | 84 | 110 | 96 | 84 | 110 |
Bars Traded | 13716 | 6040 | 7676 | 13716 | 6040 | 7676 |
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 | -39279 | 425957 | -268374 | -48459 | 64303 | 311313 |
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{ "first_band": { "type": "vwma", "factors": { "length": 231, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 90, "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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