Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1826713.8797 | 1687450.0101 | 139263.8697 | 8304991.6179 | 3862136.6655 | 4442854.9524 |
Total P&L (%) | 1826.7139 | 1687.45 | 139.2639 | 8304.9916 | 3862.1367 | 4442.855 |
Avg Daily Profit (%) | 0.974 | 0.8997 | 0.0743 | 0.2366 | 0.1964 | 0.2037 |
Buy And Hold Return (%) | 278.7163 | 278.7163 | 278.7163 | 278.7163 | 278.7163 | 278.7163 |
Max Trade Drawdown | -54531 | -95535 | -50966 | -4702589 | -5705624 | -4681258 |
Profit Factor | 4.3554 | 6.1827 | 1.6364 | 1.2229 | 1.1744 | 1.2942 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 46 | 20 | 26 | 46 | 20 | 26 |
Losing Trades | 73 | 39 | 34 | 73 | 39 | 34 |
Profitability (%) | 38.6555 | 33.8983 | 43.3333 | 38.6555 | 33.8983 | 43.3333 |
Ratio Avg Win / Avg Loss | 6.9118 | 12.0563 | 2.1399 | 1.9407 | 2.29 | 1.6924 |
Largest Winning Trade | 1329337 | 1329337 | 49730 | 4919980 | 4919980 | 2489461 |
Largest Losing Trade | -26493 | -26493 | -19786 | -2099589 | -2099589 | -1829845 |
Avg Bars in Trades | 60 | 71 | 50 | 60 | 71 | 50 |
Avg Bars in Winners | 96 | 119 | 79 | 96 | 119 | 79 |
Avg Bars in Losers | 38 | 46 | 28 | 38 | 46 | 28 |
Bars Traded | 7241 | 4193 | 3048 | 7241 | 4193 | 3048 |
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 | 584855 | -162069 | -428253 | 179217 | -202831 | -162544 |
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{ "first_band": { "type": "vwma", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 15, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 15, "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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