Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 513752.2971 | 210719.512 | 303032.7851 | 5300005.9492 | 2278749.7466 | 3021256.2027 |
Total P&L (%) | 513.7523 | 210.7195 | 303.0328 | 5300.0059 | 2278.7497 | 3021.2562 |
Avg Daily Profit (%) | 0.3947 | 0.1619 | 0.2328 | 0.307 | 0.2438 | 0.2647 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46087 | -25882 | -28466 | -1295390 | -611109 | -864571 |
Profit Factor | 3.8454 | 3.7661 | 3.9033 | 3.1733 | 2.7913 | 3.5899 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 26 | 15 | 11 | 26 | 15 | 11 |
Profitability (%) | 62.8571 | 57.1429 | 68.5714 | 62.8571 | 57.1429 | 68.5714 |
Ratio Avg Win / Avg Loss | 2.2723 | 2.8246 | 1.789 | 1.8751 | 2.0935 | 1.6453 |
Largest Winning Trade | 95534 | 95534 | 44253 | 1251637 | 1251637 | 972570 |
Largest Losing Trade | -36721 | -12892 | -36721 | -864571 | -504347 | -864571 |
Avg Bars in Trades | 35 | 27 | 43 | 35 | 27 | 43 |
Avg Bars in Winners | 49 | 37 | 58 | 49 | 37 | 58 |
Avg Bars in Losers | 12 | 13 | 12 | 12 | 13 | 12 |
Bars Traded | 2491 | 954 | 1537 | 2491 | 954 | 1537 |
Profit Streak | 55.4049 | 55.4049 | 129.9049 | 55.4049 | 55.4049 | 129.9049 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -78717 | 589032 | 671086 | -80351 | 572972 | 687623 |
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{ "first_band": { "type": "vwma", "factors": { "length": 78, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 49, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 78, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 49, "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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