Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1120467.998 | 895098.3203 | 225369.6778 | 5643356.7126 | 3955277.5511 | 1688079.1616 |
Total P&L (%) | 1120.468 | 895.0983 | 225.3697 | 5643.3567 | 3955.2776 | 1688.0792 |
Avg Daily Profit (%) | 0.6061 | 0.4842 | 0.1219 | 0.2194 | 0.2005 | 0.1561 |
Buy And Hold Return (%) | 66.8449 | 66.8449 | 66.8449 | 66.8449 | 66.8449 | 66.8449 |
Max Trade Drawdown | -131227 | -62050 | -92486 | -14699725 | -6736077 | -9698717 |
Profit Factor | 3.2496 | 5.847 | 1.7191 | 1.1675 | 1.3221 | 1.0788 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 59.5506 | 55.5556 | 63.6364 | 59.5506 | 55.5556 | 63.6364 |
Ratio Avg Win / Avg Loss | 2.2073 | 4.6776 | 0.9824 | 0.793 | 1.0576 | 0.6165 |
Largest Winning Trade | 674614 | 674614 | 61772 | 3402803 | 3402803 | 2940621 |
Largest Losing Trade | -59476 | -36034 | -59476 | -4078915 | -3508713 | -4078915 |
Avg Bars in Trades | 57 | 35 | 80 | 57 | 35 | 80 |
Avg Bars in Winners | 61 | 36 | 84 | 61 | 36 | 84 |
Avg Bars in Losers | 52 | 34 | 74 | 52 | 34 | 74 |
Bars Traded | 5145 | 1606 | 3539 | 5145 | 1606 | 3539 |
Profit Streak | 0 | 0 | 136.6737 | 0 | 0 | 136.6737 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 691056 | 708081 | -29351 | -28286 | 325680 | -124607 |
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{ "first_band": { "type": "vwma", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 82, "offset": 0, "std": 1.08722 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 82, "offset": 0, "std": 1.08722 } } }
# | 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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