Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1621973.6445 | 1684847.0603 | -62873.4158 | 53575.4013 | 1551653.7505 | -1498078.3491 |
Total P&L (%) | 1621.9736 | 1684.8471 | -62.8734 | 53.5754 | 1551.6538 | -1498.0783 |
Avg Daily Profit (%) | 0.7789 | 0.8091 | -0.0302 | 0.0206 | 0.1348 | 0 |
Buy And Hold Return (%) | 618.0952 | 618.0952 | 618.0952 | 618.0952 | 618.0952 | 618.0952 |
Max Trade Drawdown | -246160 | -154089 | -102776 | -3582723 | -2253672 | -1655015 |
Profit Factor | 2.1086 | 3.0187 | 0.8999 | 1.0036 | 1.1871 | 0.7658 |
Total Trades | 438 | 219 | 219 | 438 | 219 | 219 |
Winning Trades | 187 | 83 | 104 | 187 | 83 | 104 |
Losing Trades | 251 | 136 | 115 | 251 | 136 | 115 |
Profitability (%) | 42.6941 | 37.8995 | 47.4886 | 42.6941 | 37.8995 | 47.4886 |
Ratio Avg Win / Avg Loss | 2.8303 | 4.9463 | 0.9951 | 1.3471 | 1.9452 | 0.8468 |
Largest Winning Trade | 1403571 | 1403571 | 20263 | 2492186 | 2492186 | 309604 |
Largest Losing Trade | -42525 | -42525 | -36772 | -647504 | -586143 | -647504 |
Avg Bars in Trades | 55 | 83 | 27 | 55 | 83 | 27 |
Avg Bars in Winners | 75 | 138 | 25 | 75 | 138 | 25 |
Avg Bars in Losers | 41 | 50 | 29 | 41 | 50 | 29 |
Bars Traded | 24465 | 18388 | 6077 | 24465 | 18388 | 6077 |
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 | 467928 | 412923 | -580886 | -548180 | -33967 | -580886 |
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{ "first_band": { "type": "vwma", "factors": { "length": 234, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 18, "offset": 0, "std": 4.75976 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 234, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 18, "offset": 0, "std": 4.75976 } } }
# | 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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