Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1668930.907 | 1514016.9444 | 154913.9626 | 24528731.1569 | 17527939.8382 | 7000791.3187 |
Total P&L (%) | 1668.9309 | 1514.0169 | 154.914 | 24528.7312 | 17527.9398 | 7000.7913 |
Avg Daily Profit (%) | 0.9139 | 0.8291 | 0.0848 | 0.302 | 0.2836 | 0.2337 |
Buy And Hold Return (%) | 688.3262 | 688.3262 | 688.3262 | 688.3262 | 688.3262 | 688.3262 |
Max Trade Drawdown | -65573 | -57528 | -44456 | -30932142 | -25471483 | -15402975 |
Profit Factor | 3.4144 | 5.3728 | 1.449 | 1.221 | 1.291 | 1.1379 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 60 | 28 | 32 | 60 | 28 | 32 |
Losing Trades | 118 | 61 | 57 | 118 | 61 | 57 |
Profitability (%) | 33.7079 | 31.4607 | 35.9551 | 33.7079 | 31.4607 | 35.9551 |
Ratio Avg Win / Avg Loss | 6.715 | 11.705 | 2.5811 | 2.4013 | 2.8126 | 2.0269 |
Largest Winning Trade | 899261 | 899261 | 70046 | 22252243 | 22252243 | 9951384 |
Largest Losing Trade | -18692 | -18692 | -18533 | -6803378 | -6803378 | -6368126 |
Avg Bars in Trades | 120 | 111 | 130 | 120 | 111 | 130 |
Avg Bars in Winners | 263 | 253 | 273 | 263 | 253 | 273 |
Avg Bars in Losers | 47 | 46 | 49 | 47 | 46 | 49 |
Bars Traded | 21487 | 9907 | 11580 | 21487 | 9907 | 11580 |
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 | 371986 | 294302 | -249144 | 151855 | 85200 | -65150 |
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{ "first_band": { "type": "vwma", "factors": { "length": 224, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 12, "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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