Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 617415.0307 | 698409.6029 | -80994.5722 | -60061.3787 | 343119.0102 | -403180.3889 |
Total P&L (%) | 617.415 | 698.4096 | -80.9946 | -60.0614 | 343.119 | -403.1804 |
Avg Daily Profit (%) | 0.3359 | 0.3799 | -0.0441 | -0.0499 | 0.081 | 0 |
Buy And Hold Return (%) | 118.4762 | 118.4762 | 118.4762 | 118.4762 | 118.4762 | 118.4762 |
Max Trade Drawdown | -240899 | -148868 | -101672 | -813636 | -443636 | -415497 |
Profit Factor | 1.6734 | 2.5737 | 0.8288 | 0.9588 | 1.4891 | 0.4671 |
Total Trades | 155 | 78 | 77 | 155 | 78 | 77 |
Winning Trades | 65 | 31 | 34 | 65 | 31 | 34 |
Losing Trades | 90 | 47 | 43 | 90 | 47 | 43 |
Profitability (%) | 41.9355 | 39.7436 | 44.1558 | 41.9355 | 39.7436 | 44.1558 |
Ratio Avg Win / Avg Loss | 2.317 | 3.902 | 1.0482 | 1.3276 | 2.2576 | 0.5907 |
Largest Winning Trade | 713104 | 713104 | 40254 | 737611 | 737611 | 90478 |
Largest Losing Trade | -47132 | -35208 | -47132 | -213721 | -161972 | -213721 |
Avg Bars in Trades | 34 | 32 | 36 | 34 | 32 | 36 |
Avg Bars in Winners | 48 | 48 | 49 | 48 | 48 | 49 |
Avg Bars in Losers | 24 | 22 | 26 | 24 | 22 | 26 |
Bars Traded | 5320 | 2528 | 2790 | 5320 | 2528 | 2790 |
Profit Streak | 0 | 0 | 44.309 | 0 | 0 | 44.309 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318686 | -24700 | -622787 | -581435 | -124090 | -624454 |
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{ "first_band": { "type": "vwma", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 40, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 40, "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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