Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 891101.2892 | 810639.6203 | 80461.6689 | 409689.9197 | 82338.1664 | 327351.7533 |
Total P&L (%) | 891.1013 | 810.6396 | 80.4617 | 409.6899 | 82.3382 | 327.3518 |
Avg Daily Profit (%) | 0.3687 | 0.3354 | 0.0333 | 0.0674 | 0.0249 | 0.0601 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96535 | -59089 | -81486 | -537026 | -456335 | -204457 |
Profit Factor | 2.5291 | 3.4623 | 1.3174 | 1.1962 | 1.0646 | 1.402 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 50.8197 | 50 | 51.6129 | 50.8197 | 50 | 51.6129 |
Ratio Avg Win / Avg Loss | 2.4475 | 3.4623 | 1.235 | 1.1576 | 1.0646 | 1.3143 |
Largest Winning Trade | 508402 | 508402 | 67939 | 307352 | 307352 | 279045 |
Largest Losing Trade | -41890 | -37994 | -41890 | -204457 | -197486 | -204457 |
Avg Bars in Trades | 147 | 213 | 83 | 147 | 213 | 83 |
Avg Bars in Winners | 179 | 246 | 117 | 179 | 246 | 117 |
Avg Bars in Losers | 114 | 181 | 47 | 114 | 181 | 47 |
Bars Traded | 9003 | 6413 | 2590 | 9003 | 6413 | 2590 |
Profit Streak | 0 | 106.0093 | 0 | 0 | 106.0093 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151592 | 587926 | -148056 | -273559 | -308586 | -111774 |
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{ "first_band": { "type": "vwma", "factors": { "length": 219, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 86, "offset": 0, "std": 1.81441 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 219, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 86, "offset": 0, "std": 1.81441 } } }
# | 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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