Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 626050.0688 | 478874.2925 | 147175.7763 | 764155.4607 | 749239.0699 | 14916.3908 |
Total P&L (%) | 626.0501 | 478.8743 | 147.1758 | 764.1555 | 749.2391 | 14.9164 |
Avg Daily Profit (%) | 0.3293 | 0.2519 | 0.0774 | 0.1135 | 0.1126 | 0.0073 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147547 | -140158 | -134917 | -1950919 | -1569467 | -1283879 |
Profit Factor | 1.6071 | 2.018 | 1.2624 | 1.0829 | 1.1664 | 1.0032 |
Total Trades | 377 | 189 | 188 | 377 | 189 | 188 |
Winning Trades | 136 | 59 | 77 | 136 | 59 | 77 |
Losing Trades | 241 | 130 | 111 | 241 | 130 | 111 |
Profitability (%) | 36.0743 | 31.2169 | 40.9574 | 36.0743 | 31.2169 | 40.9574 |
Ratio Avg Win / Avg Loss | 2.8478 | 4.4465 | 1.8198 | 1.9189 | 2.5701 | 1.4461 |
Largest Winning Trade | 222295 | 222295 | 60209 | 1338605 | 1338605 | 523315 |
Largest Losing Trade | -45800 | -21301 | -45800 | -407488 | -407488 | -380847 |
Avg Bars in Trades | 29 | 28 | 30 | 29 | 28 | 30 |
Avg Bars in Winners | 58 | 66 | 52 | 58 | 66 | 52 |
Avg Bars in Losers | 13 | 10 | 15 | 13 | 10 | 15 |
Bars Traded | 11097 | 5310 | 5787 | 11097 | 5310 | 5787 |
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 | 324636 | 191042 | -91719 | -172481 | -85239 | -416015 |
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{ "first_band": { "type": "vwma", "factors": { "length": 180, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 4, "offset": 0, "std": 3.23923 } } }
# | 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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