Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 827668.0623 | 562998.2662 | 264669.796 | 3536818.3091 | 473624.8355 | 3063193.4736 |
Total P&L (%) | 827.6681 | 562.9983 | 264.6698 | 3536.8183 | 473.6248 | 3063.1935 |
Avg Daily Profit (%) | 0.4585 | 0.3119 | 0.1466 | 0.1993 | 0.0968 | 0.1916 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59108 | -88129 | -35130 | -1566610 | -1131568 | -593373 |
Profit Factor | 3.4945 | 4.1911 | 2.7035 | 1.6361 | 1.1548 | 2.2247 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Losing Trades | 79 | 43 | 36 | 79 | 43 | 36 |
Profitability (%) | 31.3043 | 25.8621 | 36.8421 | 31.3043 | 25.8621 | 36.8421 |
Ratio Avg Win / Avg Loss | 7.6685 | 12.0145 | 4.6346 | 3.5904 | 3.3106 | 3.8137 |
Largest Winning Trade | 551458 | 551458 | 66608 | 1398648 | 918648 | 1398648 |
Largest Losing Trade | -18994 | -18994 | -17592 | -276719 | -246111 | -276719 |
Avg Bars in Trades | 91 | 68 | 115 | 91 | 68 | 115 |
Avg Bars in Winners | 223 | 168 | 263 | 223 | 168 | 263 |
Avg Bars in Losers | 31 | 33 | 29 | 31 | 33 | 29 |
Bars Traded | 10540 | 3956 | 6584 | 10540 | 3956 | 6584 |
Profit Streak | 9.1871 | 39.3537 | 0 | 9.1871 | 39.3537 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 382821 | -189164 | -177590 | 173946 | -318151 | -173250 |
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{ "first_band": { "type": "vwma", "factors": { "length": 18, "offset": 207 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 18, "offset": 207 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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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