Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1289782.4069 | 1248391.3943 | 41391.0126 | 1288260.3968 | 1287167.7527 | 1092.6441 |
Total P&L (%) | 1289.7824 | 1248.3914 | 41.391 | 1288.2604 | 1287.1678 | 1.0926 |
Avg Daily Profit (%) | 0.5709 | 0.5525 | 0.0183 | 0.1165 | 0.1165 | 0.0005 |
Buy And Hold Return (%) | 244.5596 | 244.5596 | 244.5596 | 244.5596 | 244.5596 | 244.5596 |
Max Trade Drawdown | -180682 | -82036 | -191966 | -826562 | -418078 | -1092672 |
Profit Factor | 2.896 | 5.369 | 1.1049 | 1.2947 | 1.6911 | 1.0004 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 67 | 35 | 32 | 67 | 35 | 32 |
Profitability (%) | 34.9515 | 32.6923 | 37.2549 | 34.9515 | 32.6923 | 37.2549 |
Ratio Avg Win / Avg Loss | 5.3897 | 11.0538 | 1.8609 | 2.4096 | 3.4816 | 1.6849 |
Largest Winning Trade | 917480 | 917480 | 50087 | 834424 | 834424 | 533638 |
Largest Losing Trade | -65565 | -27187 | -65565 | -416696 | -212240 | -416696 |
Avg Bars in Trades | 62 | 49 | 75 | 62 | 49 | 75 |
Avg Bars in Winners | 122 | 95 | 147 | 122 | 95 | 147 |
Avg Bars in Losers | 30 | 27 | 32 | 30 | 27 | 32 |
Bars Traded | 6442 | 2596 | 3845 | 6442 | 2596 | 3845 |
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 | 360289 | -169210 | -623183 | -42623 | -222118 | -761891 |
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{ "first_band": { "type": "vwma", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 14, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 14, "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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