Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2631894.3204 | 2508277.7873 | 123616.5331 | 6501721.5174 | 780238.143 | 5721483.3744 |
Total P&L (%) | 2631.8943 | 2508.2778 | 123.6165 | 6501.7215 | 780.2381 | 5721.4834 |
Avg Daily Profit (%) | 1.1878 | 1.132 | 0.0558 | 0.1893 | 0.0982 | 0.1836 |
Buy And Hold Return (%) | 147.9688 | 147.9688 | 147.9688 | 147.9688 | 147.9688 | 147.9688 |
Max Trade Drawdown | -51149 | -47225 | -20593 | -4957664 | -5773646 | -1630401 |
Profit Factor | 9.6213 | 12.6086 | 2.3857 | 1.2675 | 1.0432 | 1.9143 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Profitability (%) | 50.7463 | 51.5152 | 50 | 50.7463 | 51.5152 | 50 |
Ratio Avg Win / Avg Loss | 9.3383 | 11.8669 | 2.3857 | 1.2302 | 0.9819 | 1.9143 |
Largest Winning Trade | 2411175 | 2411175 | 45097 | 4810989 | 4810989 | 2716300 |
Largest Losing Trade | -45764 | -45764 | -12817 | -4377291 | -4377291 | -1004600 |
Avg Bars in Trades | 121 | 197 | 47 | 121 | 197 | 47 |
Avg Bars in Winners | 168 | 266 | 70 | 168 | 266 | 70 |
Avg Bars in Losers | 72 | 123 | 24 | 72 | 123 | 24 |
Bars Traded | 8118 | 6502 | 1616 | 8118 | 6502 | 1616 |
Profit Streak | 0 | 100.3524 | 0 | 0 | 100.3524 | 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 | -98872 | 817714 | -279670 | -113071 | -236508 | 414542 |
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{ "first_band": { "type": "vwma", "factors": { "length": 244, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 89, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 244, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 89, "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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