Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 464037.7534 | 681561.6077 | -217523.8543 | -999672.5837 | 805826.4655 | -1805499.0493 |
Total P&L (%) | 464.0378 | 681.5616 | -217.5239 | -999.6726 | 805.8265 | -1805.499 |
Avg Daily Profit (%) | 0.2453 | 0.3603 | -0.115 | 0 | 0.1166 | 0 |
Buy And Hold Return (%) | 173.5784 | 173.5784 | 173.5784 | 173.5784 | 173.5784 | 173.5784 |
Max Trade Drawdown | -356838 | -104856 | -319832 | -1644615 | -405853 | -2055255 |
Profit Factor | 1.5697 | 3.5903 | 0.6055 | 0.7708 | 1.6295 | 0.4142 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 31 | 13 | 18 | 40 | 25 | 15 |
Losing Trades | 40 | 23 | 17 | 31 | 11 | 20 |
Profitability (%) | 43.662 | 36.1111 | 51.4286 | 56.338 | 69.4444 | 42.8571 |
Ratio Avg Win / Avg Loss | 2.0255 | 6.352 | 0.5718 | 0.5974 | 0.717 | 0.5522 |
Largest Winning Trade | 646920 | 646920 | 57700 | 217361 | 217361 | 197374 |
Largest Losing Trade | -297530 | -29122 | -297530 | -1189012 | -229595 | -1189012 |
Avg Bars in Trades | 147 | 108 | 188 | 147 | 108 | 188 |
Avg Bars in Winners | 222 | 157 | 270 | 117 | 116 | 120 |
Avg Bars in Losers | 89 | 81 | 100 | 186 | 91 | 238 |
Bars Traded | 10492 | 3910 | 6582 | 10492 | 3910 | 6582 |
Profit Streak | 0 | 0 | 0 | 93.4486 | 140.1153 | 93.4486 |
Trades During Streak | 0 | 0 | 0 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -86292 | 305201 | -580602 | -669596 | -34851 | -583006 |
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{ "first_band": { "type": "vwma", "factors": { "length": 179, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 74, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 179, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 74, "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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