Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1331114.45 | 1332769.0782 | -1654.6282 | 481381.9201 | 405072.8373 | 76309.0828 |
Total P&L (%) | 1331.1145 | 1332.7691 | -1.6546 | 481.3819 | 405.0728 | 76.3091 |
Avg Daily Profit (%) | 0.7322 | 0.7331 | -0.0009 | 0.0969 | 0.0891 | 0.0312 |
Buy And Hold Return (%) | 654.4326 | 654.4326 | 654.4326 | 654.4326 | 654.4326 | 654.4326 |
Max Trade Drawdown | -144865 | -144223 | -16940 | -1529021 | -1585475 | -93184 |
Profit Factor | 3.5927 | 3.9946 | 0.9758 | 1.1318 | 1.1216 | 1.2375 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Profitability (%) | 41.8605 | 37.2093 | 46.5116 | 41.8605 | 37.2093 | 46.5116 |
Ratio Avg Win / Avg Loss | 4.9899 | 6.7409 | 1.1222 | 1.572 | 1.8927 | 1.4231 |
Largest Winning Trade | 655038 | 655038 | 13369 | 1449789 | 1449789 | 85164 |
Largest Losing Trade | -55850 | -55850 | -8082 | -916364 | -916364 | -86666 |
Avg Bars in Trades | 246 | 478 | 14 | 246 | 478 | 14 |
Avg Bars in Winners | 269 | 588 | 13 | 269 | 588 | 13 |
Avg Bars in Losers | 230 | 413 | 15 | 230 | 413 | 15 |
Bars Traded | 21218 | 20587 | 631 | 21218 | 20587 | 631 |
Profit Streak | 0 | 87.4433 | 0 | 0 | 87.4433 | 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 | 351050 | 311092 | -580139 | -306779 | -329750 | -318314 |
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{ "first_band": { "type": "vwma", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 75, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 75, "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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