Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 592363.5735 | 474330.6262 | 118032.9473 | 1252413.8153 | 1615271.0325 | -362857.2172 |
Total P&L (%) | 592.3636 | 474.3306 | 118.0329 | 1252.4138 | 1615.271 | -362.8572 |
Avg Daily Profit (%) | 0.4195 | 0.3359 | 0.0836 | 0.1846 | 0.2015 | 0 |
Buy And Hold Return (%) | 20.1295 | 20.1295 | 20.1295 | 20.1295 | 20.1295 | 20.1295 |
Max Trade Drawdown | -90461 | -62486 | -91977 | -2474944 | -1208019 | -2438735 |
Profit Factor | 2.7127 | 3.9549 | 1.6368 | 1.1745 | 1.4763 | 0.9042 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 51.5152 | 51.5152 | 51.5152 | 51.5152 | 51.5152 | 51.5152 |
Ratio Avg Win / Avg Loss | 2.5531 | 3.7223 | 1.5405 | 1.1054 | 1.3894 | 0.851 |
Largest Winning Trade | 331498 | 331498 | 55764 | 1113795 | 1113795 | 600840 |
Largest Losing Trade | -56089 | -29760 | -56089 | -1339506 | -671374 | -1339506 |
Avg Bars in Trades | 60 | 80 | 39 | 60 | 80 | 39 |
Avg Bars in Winners | 92 | 126 | 58 | 92 | 126 | 58 |
Avg Bars in Losers | 25 | 31 | 18 | 25 | 31 | 18 |
Bars Traded | 3962 | 2667 | 1295 | 3962 | 2667 | 1295 |
Profit Streak | 0 | 0 | 478.2311 | 0 | 0 | 478.2311 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -113213 | 575390 | -78251 | -149019 | 337788 | -580021 |
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{ "first_band": { "type": "vwma", "factors": { "length": 243, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 244, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 243, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 244, "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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