Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 906112.8118 | 817168.5261 | 88944.2857 | 445985.6963 | 153845.182 | 292140.5142 |
Total P&L (%) | 906.1128 | 817.1685 | 88.9443 | 445.9857 | 153.8452 | 292.1405 |
Avg Daily Profit (%) | 0.39 | 0.3517 | 0.0383 | 0.0731 | 0.0401 | 0.0588 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127583 | -88625 | -225002 | -1266287 | -1033315 | -847296 |
Profit Factor | 1.6822 | 2.3158 | 1.1258 | 1.0633 | 1.0455 | 1.0798 |
Total Trades | 273 | 136 | 137 | 273 | 136 | 137 |
Winning Trades | 105 | 50 | 55 | 105 | 50 | 55 |
Losing Trades | 168 | 86 | 82 | 168 | 86 | 82 |
Profitability (%) | 38.4615 | 36.7647 | 40.146 | 38.4615 | 36.7647 | 40.146 |
Ratio Avg Win / Avg Loss | 2.6915 | 3.9831 | 1.6784 | 1.7013 | 1.7982 | 1.6099 |
Largest Winning Trade | 337272 | 337272 | 66382 | 502525 | 502525 | 359806 |
Largest Losing Trade | -55541 | -29262 | -55541 | -298466 | -298466 | -270621 |
Avg Bars in Trades | 50 | 47 | 54 | 50 | 47 | 54 |
Avg Bars in Winners | 80 | 77 | 82 | 80 | 77 | 82 |
Avg Bars in Losers | 31 | 29 | 34 | 31 | 29 | 34 |
Bars Traded | 13805 | 6399 | 7406 | 13805 | 6399 | 7406 |
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 | 352424 | 302524 | -226845 | -248193 | -314074 | -250032 |
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{ "first_band": { "type": "vwma", "factors": { "length": 101, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 56, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 101, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 56, "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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