Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 618163.2343 | 586081.8719 | 32081.3624 | 806308.5604 | 818225.8757 | -11917.3153 |
Total P&L (%) | 618.1632 | 586.0819 | 32.0814 | 806.3086 | 818.2259 | -11.9173 |
Avg Daily Profit (%) | 0.6926 | 0.6567 | 0.0359 | 0.2473 | 0.2487 | -0.0142 |
Buy And Hold Return (%) | 265.8927 | 265.8927 | 265.8927 | 265.8927 | 265.8927 | 265.8927 |
Max Trade Drawdown | -37661 | -48156 | -28573 | -442231 | -226344 | -334561 |
Profit Factor | 3.671 | 5.5498 | 1.3126 | 1.5841 | 2.212 | 0.9831 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 26 | 10 | 16 | 26 | 10 | 16 |
Losing Trades | 34 | 20 | 14 | 34 | 20 | 14 |
Profitability (%) | 43.3333 | 33.3333 | 53.3333 | 43.3333 | 33.3333 | 53.3333 |
Ratio Avg Win / Avg Loss | 4.8005 | 11.0995 | 1.1485 | 2.0715 | 4.4241 | 0.8602 |
Largest Winning Trade | 397308 | 397308 | 29703 | 775321 | 775321 | 264705 |
Largest Losing Trade | -15213 | -15213 | -13941 | -189636 | -189636 | -137818 |
Avg Bars in Trades | 53 | 64 | 43 | 53 | 64 | 43 |
Avg Bars in Winners | 88 | 164 | 41 | 88 | 164 | 41 |
Avg Bars in Losers | 27 | 14 | 45 | 27 | 14 | 45 |
Bars Traded | 3225 | 1934 | 1291 | 3225 | 1934 | 1291 |
Profit Streak | 0 | 18.1783 | 0 | 0 | 18.1783 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -161747 | 311269 | -310110 | -167801 | 131622 | -580393 |
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{ "first_band": { "type": "vwma", "factors": { "length": 225, "offset": 6 } }, "second_band": { "type": "bbu", "factors": { "length": 194, "offset": 0, "std": 3.66081 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 225, "offset": 6 } }, "second_band": { "type": "bbu", "factors": { "length": 194, "offset": 0, "std": 3.66081 } } }
# | 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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