Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1484812.335 | 1481955.4053 | 2856.9297 | 514202.8542 | 1307673.2239 | -793470.3697 |
Total P&L (%) | 1484.8123 | 1481.9554 | 2.8569 | 514.2029 | 1307.6732 | -793.4704 |
Avg Daily Profit (%) | 0.8182 | 0.8167 | 0.0016 | 0.1001 | 0.1458 | 0 |
Buy And Hold Return (%) | 581.0189 | 581.0189 | 581.0189 | 581.0189 | 581.0189 | 581.0189 |
Max Trade Drawdown | -249053 | -209304 | -55591 | -7844392 | -6867158 | -1337646 |
Profit Factor | 2.9169 | 3.4047 | 1.018 | 1.0411 | 1.1277 | 0.6514 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Losing Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Profitability (%) | 42.2535 | 42.2535 | 42.2535 | 42.2535 | 42.2535 | 42.2535 |
Ratio Avg Win / Avg Loss | 3.9865 | 4.653 | 1.3913 | 1.4228 | 1.5411 | 0.8902 |
Largest Winning Trade | 848905 | 848905 | 26607 | 3983984 | 3983984 | 299581 |
Largest Losing Trade | -49486 | -49486 | -10347 | -1981473 | -1981473 | -550380 |
Avg Bars in Trades | 75 | 142 | 9 | 75 | 142 | 9 |
Avg Bars in Winners | 95 | 181 | 8 | 95 | 181 | 8 |
Avg Bars in Losers | 61 | 114 | 9 | 61 | 114 | 9 |
Bars Traded | 10777 | 10135 | 642 | 10777 | 10135 | 642 |
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 | 453911 | -73789 | -646852 | -402712 | -172111 | -670470 |
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{ "first_band": { "type": "vwma", "factors": { "length": 57, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 155, "offset": 0, "std": 2.9525 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 57, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 155, "offset": 0, "std": 2.9525 } } }
# | 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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