Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2580349.3619 | 2380601.9723 | 199747.3896 | 28838863.4142 | -14838092.3354 | 43676955.7496 |
Total P&L (%) | 2580.3494 | 2380.602 | 199.7474 | 28838.8634 | -14838.0923 | 43676.9558 |
Avg Daily Profit (%) | 1.3692 | 1.2633 | 0.106 | 0.3012 | 0 | 0.3232 |
Buy And Hold Return (%) | 376.3547 | 376.3547 | 376.3547 | 376.3547 | 376.3547 | 376.3547 |
Max Trade Drawdown | -145544 | -91822 | -64547 | -135329394 | -85656566 | -64485648 |
Profit Factor | 5.3175 | 7.0048 | 1.9928 | 1.1126 | 0.9171 | 1.5659 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 48 | 20 | 28 | 48 | 20 | 28 |
Losing Trades | 41 | 25 | 16 | 41 | 25 | 16 |
Profitability (%) | 53.9326 | 44.4444 | 63.6364 | 53.9326 | 44.4444 | 63.6364 |
Ratio Avg Win / Avg Loss | 4.542 | 8.756 | 1.1387 | 0.9503 | 1.1464 | 0.8948 |
Largest Winning Trade | 1465946 | 1465946 | 51960 | 71182058 | 71182058 | 30187032 |
Largest Losing Trade | -47189 | -36871 | -47189 | -53308204 | -53308204 | -21883238 |
Avg Bars in Trades | 40 | 44 | 36 | 40 | 44 | 36 |
Avg Bars in Winners | 49 | 53 | 46 | 49 | 53 | 46 |
Avg Bars in Losers | 30 | 38 | 18 | 30 | 38 | 18 |
Bars Traded | 3623 | 2015 | 1607 | 3623 | 2015 | 1607 |
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 | 804216 | 703877 | -212756 | -88710 | -581205 | 394527 |
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{ "first_band": { "type": "vwma", "factors": { "length": 122, "offset": 21 } }, "second_band": { "type": "midpoint", "factors": { "length": 135, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 122, "offset": 21 } }, "second_band": { "type": "midpoint", "factors": { "length": 135, "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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