Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 417197.1334 | 377122.502 | 40074.6314 | 1445079.619 | 1132323.2452 | 312756.3737 |
Total P&L (%) | 417.1971 | 377.1225 | 40.0746 | 1445.0796 | 1132.3232 | 312.7564 |
Avg Daily Profit (%) | 0.5013 | 0.4532 | 0.0482 | 0.3295 | 0.3023 | 0.1705 |
Buy And Hold Return (%) | 384.3483 | 384.3483 | 384.3483 | 384.3483 | 384.3483 | 384.3483 |
Max Trade Drawdown | -63033 | -62663 | -83791 | -530589 | -456524 | -254025 |
Profit Factor | 2.1056 | 3.081 | 1.2043 | 1.7546 | 2.1047 | 1.3514 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 57.5758 | 58 | 57.1429 | 57.5758 | 58 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.5515 | 2.2311 | 0.9032 | 1.2929 | 1.5241 | 1.0135 |
Largest Winning Trade | 113956 | 113956 | 37221 | 292605 | 292605 | 195337 |
Largest Losing Trade | -29379 | -29379 | -27209 | -251992 | -251992 | -206520 |
Avg Bars in Trades | 48 | 58 | 37 | 48 | 58 | 37 |
Avg Bars in Winners | 62 | 78 | 46 | 62 | 78 | 46 |
Avg Bars in Losers | 28 | 30 | 26 | 28 | 30 | 26 |
Bars Traded | 4754 | 2901 | 1853 | 4754 | 2901 | 1853 |
Profit Streak | 34.0429 | 97.5429 | 34.0429 | 34.0429 | 97.5429 | 34.0429 |
Trades During Streak | 3 | 5 | 1 | 3 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -122296 | -327686 | -294978 | 418167 | -167825 | -156447 |
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{ "first_band": { "type": "vwma", "factors": { "length": 186, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 152, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 186, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 152, "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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