Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 537345.1534 | 489296.5278 | 48048.6256 | 781253.7857 | 859365.8163 | -78112.0306 |
Total P&L (%) | 537.3452 | 489.2965 | 48.0486 | 781.2538 | 859.3658 | -78.112 |
Avg Daily Profit (%) | 0.6094 | 0.5549 | 0.0545 | 0.2471 | 0.2567 | -0.1721 |
Buy And Hold Return (%) | 206.8014 | 206.8014 | 206.8014 | 206.8014 | 206.8014 | 206.8014 |
Max Trade Drawdown | -96326 | -64812 | -54281 | -1390004 | -907020 | -767767 |
Profit Factor | 1.9778 | 2.7597 | 1.177 | 1.2028 | 1.4119 | 0.9558 |
Total Trades | 193 | 97 | 96 | 193 | 97 | 96 |
Winning Trades | 82 | 37 | 45 | 82 | 37 | 45 |
Losing Trades | 111 | 60 | 51 | 111 | 60 | 51 |
Profitability (%) | 42.487 | 38.1443 | 46.875 | 42.487 | 38.1443 | 46.875 |
Ratio Avg Win / Avg Loss | 2.6772 | 4.4751 | 1.3339 | 1.6282 | 2.2895 | 1.0832 |
Largest Winning Trade | 308729 | 308729 | 29014 | 674124 | 674124 | 255650 |
Largest Losing Trade | -21034 | -21034 | -19530 | -374000 | -374000 | -284963 |
Avg Bars in Trades | 26 | 38 | 14 | 26 | 38 | 14 |
Avg Bars in Winners | 40 | 69 | 16 | 40 | 69 | 16 |
Avg Bars in Losers | 16 | 19 | 12 | 16 | 19 | 12 |
Bars Traded | 5135 | 3755 | 1379 | 5135 | 3755 | 1379 |
Profit Streak | 0 | 0 | 26.1703 | 0 | 0 | 26.1703 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 366922 | 236364 | -312012 | 179573 | 122807 | -579328 |
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{ "first_band": { "type": "vwma", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 8, "offset": 0, "std": 4.2569 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 8, "offset": 0, "std": 4.2569 } } }
# | 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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