Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1247699.4764 | 1255536.8051 | -7837.3287 | 456840.5011 | 1010705.1215 | -553864.6203 |
Total P&L (%) | 1247.6995 | 1255.5368 | -7.8373 | 456.8405 | 1010.7051 | -553.8646 |
Avg Daily Profit (%) | 0.6879 | 0.6923 | -0.0043 | 0.0947 | 0.1328 | 0 |
Buy And Hold Return (%) | 545.33 | 545.33 | 545.33 | 545.33 | 545.33 | 545.33 |
Max Trade Drawdown | -104745 | -109926 | -55020 | -1942807 | -1707769 | -903280 |
Profit Factor | 2.8529 | 3.8402 | 0.9661 | 1.0569 | 1.1875 | 0.7903 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Losing Trades | 55 | 30 | 25 | 55 | 30 | 25 |
Profitability (%) | 44.4444 | 38.7755 | 50 | 44.4444 | 38.7755 | 50 |
Ratio Avg Win / Avg Loss | 3.5661 | 6.0634 | 0.9661 | 1.3211 | 1.875 | 0.7903 |
Largest Winning Trade | 762045 | 762045 | 38638 | 1412550 | 1412550 | 421760 |
Largest Losing Trade | -45028 | -45028 | -35608 | -728286 | -717559 | -728286 |
Avg Bars in Trades | 99 | 165 | 35 | 99 | 165 | 35 |
Avg Bars in Winners | 125 | 239 | 39 | 125 | 239 | 39 |
Avg Bars in Losers | 78 | 118 | 30 | 78 | 118 | 30 |
Bars Traded | 9868 | 8113 | 1755 | 9868 | 8113 | 1755 |
Profit Streak | 0 | 74.0184 | 0 | 0 | 74.0184 | 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 | 388383 | 381792 | -760833 | -392153 | -40045 | -760833 |
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{ "first_band": { "type": "vwma", "factors": { "length": 163, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 171, "offset": 0, "std": 3.14426 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 163, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 171, "offset": 0, "std": 3.14426 } } }
# | 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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