Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -6046033.7566 | 35910.6003 | -6081944.357 | -2494912.5902 | 18465634.6704 | -20960547.2606 |
Total P&L (%) | -6046.0338 | 35.9106 | -6081.9444 | -2494.9126 | 18465.6347 | -20960.5473 |
Avg Daily Profit (%) | -3.08 | 0.0183 | -3.0983 | 0 | 0.2665 | 0 |
Buy And Hold Return (%) | 1536.05 | 1536.05 | 1536.05 | 1536.05 | 1536.05 | 1536.05 |
Max Trade Drawdown | -6307051 | -119462 | -6197145 | -38624415 | -2798853 | -38664100 |
Profit Factor | 0.0752 | 1.164 | 0.0374 | 0.9529 | 3.7278 | 0.5469 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 33 | 17 | 16 | 33 | 19 | 14 |
Losing Trades | 25 | 12 | 13 | 25 | 10 | 15 |
Profitability (%) | 56.8966 | 58.6207 | 55.1724 | 56.8966 | 65.5172 | 48.2759 |
Ratio Avg Win / Avg Loss | 0.057 | 0.8216 | 0.0304 | 0.7219 | 1.962 | 0.5859 |
Largest Winning Trade | 76560 | 76560 | 39563 | 10247163 | 10247163 | 8210471 |
Largest Losing Trade | -6089904 | -49014 | -6089904 | -38624415 | -1711910 | -38624415 |
Avg Bars in Trades | 194 | 188 | 201 | 194 | 188 | 201 |
Avg Bars in Winners | 109 | 109 | 109 | 227 | 207 | 254 |
Avg Bars in Losers | 307 | 300 | 313 | 150 | 150 | 151 |
Bars Traded | 11291 | 5456 | 5835 | 11291 | 5456 | 5835 |
Profit Streak | 409.9662 | 0 | 559.9662 | 0 | 716.4662 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -758798 | -374932 | -579203 | -759383 | 675194 | -581503 |
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{ "first_band": { "type": "vwma", "factors": { "length": 77, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 202, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 77, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 202, "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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