Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1191284.3348 | 981817.4122 | 209466.9226 | 41736203.7942 | 26814725.3859 | 14921478.4083 |
Total P&L (%) | 1191.2843 | 981.8174 | 209.4669 | 41736.2038 | 26814.7254 | 14921.4784 |
Avg Daily Profit (%) | 0.4763 | 0.3926 | 0.0838 | 0.2416 | 0.224 | 0.2006 |
Buy And Hold Return (%) | 306.4627 | 306.4627 | 306.4627 | 306.4627 | 306.4627 | 306.4627 |
Max Trade Drawdown | -77048 | -58566 | -44400 | -9569810 | -7847251 | -6199688 |
Profit Factor | 4.6016 | 6.4208 | 2.3997 | 2.5445 | 2.6108 | 2.4382 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Profitability (%) | 53.3333 | 50 | 56.6667 | 53.3333 | 50 | 56.6667 |
Ratio Avg Win / Avg Loss | 4.0264 | 6.4208 | 1.8351 | 2.2265 | 2.6108 | 1.8645 |
Largest Winning Trade | 543349 | 543349 | 51828 | 11831848 | 11831848 | 9838429 |
Largest Losing Trade | -37461 | -37461 | -32613 | -4443030 | -4388011 | -4443030 |
Avg Bars in Trades | 77 | 93 | 62 | 77 | 93 | 62 |
Avg Bars in Winners | 106 | 140 | 77 | 106 | 140 | 77 |
Avg Bars in Losers | 44 | 46 | 42 | 44 | 46 | 42 |
Bars Traded | 4664 | 2803 | 1861 | 4664 | 2803 | 1861 |
Profit Streak | 176.1743 | 176.1743 | 206.6743 | 176.1743 | 176.1743 | 206.6743 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -156104 | 583343 | -240549 | -158439 | 509173 | 521328 |
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{ "first_band": { "type": "vwma", "factors": { "length": 213, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 226, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 213, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 226, "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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