Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 385271.6732 | 390174.5824 | -4902.9092 | 3537.0894 | 53688.0744 | -50150.985 |
Total P&L (%) | 385.2717 | 390.1746 | -4.9029 | 3.5371 | 53.6881 | -50.151 |
Avg Daily Profit (%) | 0.1539 | 0.1559 | -0.002 | 0.0014 | 0.0172 | -0.0278 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128552 | -55014 | -109768 | -819455 | -322436 | -569532 |
Profit Factor | 1.5105 | 2.4359 | 0.9898 | 1.0018 | 1.0796 | 0.9613 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 51.7241 | 52.2727 | 51.1628 | 51.7241 | 52.2727 | 51.1628 |
Ratio Avg Win / Avg Loss | 1.4098 | 2.2241 | 0.9449 | 0.935 | 0.9857 | 0.9176 |
Largest Winning Trade | 107617 | 107617 | 59494 | 192586 | 105601 | 192586 |
Largest Losing Trade | -64787 | -37882 | -64787 | -262831 | -170021 | -262831 |
Avg Bars in Trades | 84 | 43 | 126 | 84 | 43 | 126 |
Avg Bars in Winners | 99 | 40 | 161 | 99 | 40 | 161 |
Avg Bars in Losers | 67 | 46 | 89 | 67 | 46 | 89 |
Bars Traded | 7342 | 1907 | 5435 | 7342 | 1907 | 5435 |
Profit Streak | 14.7281 | 49.0615 | 0 | 14.7281 | 49.0615 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347129 | 460856 | -580576 | -575907 | -304709 | -580576 |
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{ "first_band": { "type": "vwma", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 75, "offset": 0, "std": 1.66477 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 75, "offset": 0, "std": 1.66477 } } }
# | 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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