Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1336589.351 | 1287424.1084 | 49165.2426 | 2234503.275 | 2579367.1469 | -344863.8719 |
Total P&L (%) | 1336.5894 | 1287.4241 | 49.1652 | 2234.5033 | 2579.3671 | -344.8639 |
Avg Daily Profit (%) | 0.7343 | 0.7073 | 0.027 | 0.1732 | 0.1808 | 0 |
Buy And Hold Return (%) | 635.8891 | 635.8891 | 635.8891 | 635.8891 | 635.8891 | 635.8891 |
Max Trade Drawdown | -88588 | -81676 | -100236 | -2312066 | -1909236 | -1741576 |
Profit Factor | 2.9133 | 5.1871 | 1.1257 | 1.2437 | 1.696 | 0.9369 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 67 | 35 | 32 | 67 | 35 | 32 |
Profitability (%) | 39.0909 | 36.3636 | 41.8182 | 39.0909 | 36.3636 | 41.8182 |
Ratio Avg Win / Avg Loss | 4.5393 | 9.0775 | 1.5662 | 1.9378 | 2.9679 | 1.3035 |
Largest Winning Trade | 797625 | 797625 | 74977 | 1648075 | 1648075 | 1422973 |
Largest Losing Trade | -65711 | -22747 | -65711 | -864351 | -518517 | -864351 |
Avg Bars in Trades | 97 | 90 | 104 | 97 | 90 | 104 |
Avg Bars in Winners | 164 | 155 | 172 | 164 | 155 | 172 |
Avg Bars in Losers | 54 | 52 | 56 | 54 | 52 | 56 |
Bars Traded | 10723 | 4953 | 5770 | 10723 | 4953 | 5770 |
Profit Streak | 18.9616 | 0 | 23.2949 | 18.9616 | 0 | 23.2949 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308441 | -172055 | -586397 | 94156 | -176721 | -761802 |
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{ "first_band": { "type": "vwma", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 22, "offset": 0, "std": 4.43493 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 22, "offset": 0, "std": 4.43493 } } }
# | 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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