Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 346393.5462 | 350250.3773 | -3856.8311 | -21953.2857 | 89977.4247 | -111930.7104 |
Total P&L (%) | 346.3935 | 350.2504 | -3.8568 | -21.9533 | 89.9774 | -111.9307 |
Avg Daily Profit (%) | 0.1865 | 0.1886 | -0.0021 | -0.0133 | 0.0346 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159612 | -151184 | -135491 | -515206 | -413288 | -429486 |
Profit Factor | 1.5803 | 2.06 | 0.9855 | 0.9858 | 1.1166 | 0.8545 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Losing Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Profitability (%) | 41.6667 | 47.2222 | 36.1111 | 41.6667 | 47.2222 | 36.1111 |
Ratio Avg Win / Avg Loss | 2.2124 | 2.3023 | 1.7436 | 1.3801 | 1.248 | 1.5119 |
Largest Winning Trade | 223569 | 223569 | 69082 | 223569 | 223569 | 209187 |
Largest Losing Trade | -50985 | -50985 | -38828 | -159306 | -159306 | -124045 |
Avg Bars in Trades | 75 | 121 | 29 | 75 | 121 | 29 |
Avg Bars in Winners | 122 | 182 | 44 | 122 | 182 | 44 |
Avg Bars in Losers | 40 | 66 | 20 | 40 | 66 | 20 |
Bars Traded | 5404 | 4356 | 1048 | 5404 | 4356 | 1048 |
Profit Streak | 90.2415 | 190.2415 | 90.2415 | 90.2415 | 190.2415 | 90.2415 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -75644 | 421777 | -582567 | -665169 | -238667 | -582567 |
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{ "first_band": { "type": "vwma", "factors": { "length": 123, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 44, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 123, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 44, "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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