Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -24880.5693 | 526901.6965 | -551782.2658 | 97890252.9199 | 51307556.1677 | 46582696.7522 |
Total P&L (%) | -24.8806 | 526.9017 | -551.7823 | 97890.2529 | 51307.5562 | 46582.6968 |
Avg Daily Profit (%) | -0.0133 | 0.282 | -0.2953 | 0.3693 | 0.3346 | 0.3295 |
Buy And Hold Return (%) | 8223.2707 | 8223.2707 | 8223.2707 | 8223.2707 | 8223.2707 | 8223.2707 |
Max Trade Drawdown | -448743 | -55579 | -698241 | -17538905 | -7106649 | -17772925 |
Profit Factor | 0.9795 | 3.9742 | 0.4676 | 2.6943 | 3.7318 | 2.1945 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 74 | 38 | 36 | 46 | 27 | 19 |
Losing Trades | 30 | 14 | 16 | 58 | 25 | 33 |
Profitability (%) | 71.1538 | 73.0769 | 69.2308 | 44.2308 | 51.9231 | 36.5385 |
Ratio Avg Win / Avg Loss | 0.3971 | 1.4642 | 0.2078 | 3.3971 | 3.4554 | 3.8116 |
Largest Winning Trade | 62990 | 62990 | 45677 | 37988582 | 23812971 | 37988582 |
Largest Losing Trade | -313251 | -51510 | -313251 | -15967374 | -4913270 | -15967374 |
Avg Bars in Trades | 100 | 85 | 115 | 100 | 85 | 115 |
Avg Bars in Winners | 80 | 79 | 81 | 125 | 111 | 145 |
Avg Bars in Losers | 147 | 99 | 190 | 79 | 56 | 97 |
Bars Traded | 10407 | 4420 | 5987 | 10407 | 4420 | 5987 |
Profit Streak | 175.4401 | 175.4401 | 276.9401 | 175.4401 | 175.4401 | 276.9401 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576098 | -327202 | -756990 | 505481 | -163290 | -171511 |
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{ "first_band": { "type": "vwma", "factors": { "length": 232, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 249, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 232, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 249, "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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