Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1513117.018 | 1592494.8517 | -79377.8337 | 19489.4473 | 582464.1894 | -562974.7421 |
Total P&L (%) | 1513.117 | 1592.4949 | -79.3778 | 19.4894 | 582.4642 | -562.9747 |
Avg Daily Profit (%) | 0.8353 | 0.8791 | -0.0438 | 0.0098 | 0.1061 | 0 |
Buy And Hold Return (%) | 480.1021 | 480.1021 | 480.1021 | 480.1021 | 480.1021 | 480.1021 |
Max Trade Drawdown | -253298 | -208269 | -87411 | -1924591 | -1643794 | -570172 |
Profit Factor | 2.6136 | 3.2716 | 0.6646 | 1.0045 | 1.18 | 0.4759 |
Total Trades | 183 | 91 | 92 | 183 | 91 | 92 |
Winning Trades | 72 | 30 | 42 | 72 | 30 | 42 |
Losing Trades | 111 | 61 | 50 | 111 | 61 | 50 |
Profitability (%) | 39.3443 | 32.967 | 45.6522 | 39.3443 | 32.967 | 45.6522 |
Ratio Avg Win / Avg Loss | 4.0293 | 6.6522 | 0.7912 | 1.5486 | 2.3992 | 0.5665 |
Largest Winning Trade | 1128607 | 1128607 | 21266 | 911269 | 911269 | 94263 |
Largest Losing Trade | -62683 | -62683 | -18412 | -791786 | -791786 | -185396 |
Avg Bars in Trades | 58 | 110 | 7 | 58 | 110 | 7 |
Avg Bars in Winners | 75 | 170 | 7 | 75 | 170 | 7 |
Avg Bars in Losers | 47 | 81 | 6 | 47 | 81 | 6 |
Bars Traded | 10713 | 10056 | 657 | 10713 | 10056 | 657 |
Profit Streak | 0 | 83.948 | 0 | 0 | 83.948 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 432688 | 384694 | -582499 | -563105 | -177842 | -582499 |
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{ "first_band": { "type": "vwma", "factors": { "length": 44, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 187, "offset": 0, "std": 2.27985 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 44, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 187, "offset": 0, "std": 2.27985 } } }
# | 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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