Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 798015.6952 | 602757.9391 | 195257.7561 | 946567.2325 | 307476.7858 | 639090.4466 |
Total P&L (%) | 798.0157 | 602.7579 | 195.2578 | 946.5672 | 307.4768 | 639.0904 |
Avg Daily Profit (%) | 0.5411 | 0.4087 | 0.1324 | 0.1594 | 0.0953 | 0.1357 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130385 | -150363 | -71226 | -931223 | -592226 | -533495 |
Profit Factor | 1.6989 | 2.013 | 1.3571 | 1.1522 | 1.0941 | 1.2165 |
Total Trades | 355 | 178 | 177 | 355 | 178 | 177 |
Winning Trades | 108 | 44 | 64 | 108 | 44 | 64 |
Losing Trades | 247 | 134 | 113 | 247 | 134 | 113 |
Profitability (%) | 30.4225 | 24.7191 | 36.1582 | 30.4225 | 24.7191 | 36.1582 |
Ratio Avg Win / Avg Loss | 3.8854 | 6.1306 | 2.3961 | 2.6351 | 3.3321 | 2.1478 |
Largest Winning Trade | 509078 | 509078 | 37094 | 438696 | 438696 | 259604 |
Largest Losing Trade | -18075 | -17237 | -18075 | -244286 | -205906 | -244286 |
Avg Bars in Trades | 12 | 9 | 14 | 12 | 9 | 14 |
Avg Bars in Winners | 28 | 24 | 30 | 28 | 24 | 30 |
Avg Bars in Losers | 5 | 5 | 5 | 5 | 5 | 5 |
Bars Traded | 4383 | 1769 | 2614 | 4383 | 1769 | 2614 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312950 | -16751 | -19452 | -49773 | -211996 | -15461 |
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{ "first_band": { "type": "vwma", "factors": { "length": 25, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 25, "offset": 0 } }, "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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