Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 535969.6041 | 578298.005 | -42328.4009 | 38503.2836 | 303014.3696 | -264511.086 |
Total P&L (%) | 535.9696 | 578.298 | -42.3284 | 38.5033 | 303.0144 | -264.5111 |
Avg Daily Profit (%) | 0.2915 | 0.3145 | -0.023 | 0.0177 | 0.0758 | 0 |
Buy And Hold Return (%) | 151.4517 | 151.4517 | 151.4517 | 151.4517 | 151.4517 | 151.4517 |
Max Trade Drawdown | -161913 | -62414 | -115747 | -795703 | -320271 | -527664 |
Profit Factor | 1.7807 | 3.1317 | 0.8981 | 1.0188 | 1.3942 | 0.7937 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Losing Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Profitability (%) | 42.1053 | 43.75 | 40.4255 | 42.1053 | 43.75 | 40.4255 |
Ratio Avg Win / Avg Loss | 2.4484 | 4.0264 | 1.3235 | 1.4008 | 1.7926 | 1.1697 |
Largest Winning Trade | 506048 | 506048 | 52701 | 322420 | 250748 | 322420 |
Largest Losing Trade | -39297 | -24578 | -39297 | -311618 | -128248 | -311618 |
Avg Bars in Trades | 55 | 47 | 62 | 55 | 47 | 62 |
Avg Bars in Winners | 87 | 72 | 104 | 87 | 72 | 104 |
Avg Bars in Losers | 31 | 28 | 34 | 31 | 28 | 34 |
Bars Traded | 5240 | 2296 | 2944 | 5240 | 2296 | 2944 |
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 | 242918 | 369905 | -582753 | -537655 | -99149 | -582753 |
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{ "first_band": { "type": "vwma", "factors": { "length": 85, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 158, "offset": 0, "std": 4.5859 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 85, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 158, "offset": 0, "std": 4.5859 } } }
# | 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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