Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1218913.9802 | 993879.9946 | 225033.9856 | 110147682.3459 | 85163924.9929 | 24983757.353 |
Total P&L (%) | 1218.914 | 993.88 | 225.034 | 110147.6823 | 85163.925 | 24983.7574 |
Avg Daily Profit (%) | 0.4872 | 0.3973 | 0.09 | 0.2804 | 0.2701 | 0.2211 |
Buy And Hold Return (%) | 802.5782 | 802.5782 | 802.5782 | 802.5782 | 802.5782 | 802.5782 |
Max Trade Drawdown | -62420 | -22762 | -80535 | -3736062 | -3249230 | -2481419 |
Profit Factor | 5.0686 | 11.0692 | 2.1202 | 10.0846 | 15.9687 | 4.8824 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Losing Trades | 25 | 11 | 14 | 25 | 11 | 14 |
Profitability (%) | 63.7681 | 67.6471 | 60 | 63.7681 | 67.6471 | 60 |
Ratio Avg Win / Avg Loss | 2.8799 | 5.294 | 1.4135 | 5.7299 | 7.6372 | 3.2549 |
Largest Winning Trade | 375695 | 375695 | 63600 | 46093593 | 46093593 | 10028017 |
Largest Losing Trade | -62420 | -21344 | -62420 | -3249230 | -3249230 | -1511902 |
Avg Bars in Trades | 103 | 111 | 95 | 103 | 111 | 95 |
Avg Bars in Winners | 127 | 128 | 126 | 127 | 128 | 126 |
Avg Bars in Losers | 60 | 75 | 48 | 60 | 75 | 48 |
Bars Traded | 7117 | 3786 | 3331 | 7117 | 3786 | 3331 |
Profit Streak | 418.8793 | 418.8793 | 420.2126 | 418.8793 | 418.8793 | 420.2126 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -94560 | -69759 | -233079 | -85548 | 747900 | 668561 |
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{ "first_band": { "type": "vwma", "factors": { "length": 132, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 229, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 132, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 229, "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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