Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1272109.1109 | 1219646.958 | 52462.153 | 2793908.0255 | 2525945.3979 | 267962.6276 |
Total P&L (%) | 1272.1091 | 1219.647 | 52.4622 | 2793.908 | 2525.9454 | 267.9626 |
Avg Daily Profit (%) | 0.7014 | 0.6725 | 0.0289 | 0.1857 | 0.1804 | 0.0719 |
Buy And Hold Return (%) | 537.1673 | 537.1673 | 537.1673 | 537.1673 | 537.1673 | 537.1673 |
Max Trade Drawdown | -123261 | -65576 | -91319 | -1012480 | -832909 | -623450 |
Profit Factor | 3.207 | 4.8876 | 1.1997 | 1.5295 | 1.8624 | 1.1142 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 41 | 17 | 24 | 41 | 17 | 24 |
Losing Trades | 75 | 41 | 34 | 75 | 41 | 34 |
Profitability (%) | 35.3448 | 29.3103 | 41.3793 | 35.3448 | 29.3103 | 41.3793 |
Ratio Avg Win / Avg Loss | 5.8664 | 11.7878 | 1.6996 | 2.7979 | 4.4917 | 1.5784 |
Largest Winning Trade | 713509 | 713509 | 72296 | 1839935 | 1839935 | 781354 |
Largest Losing Trade | -25347 | -19287 | -25347 | -315632 | -315632 | -301952 |
Avg Bars in Trades | 90 | 97 | 84 | 90 | 97 | 84 |
Avg Bars in Winners | 183 | 220 | 157 | 183 | 220 | 157 |
Avg Bars in Losers | 40 | 46 | 33 | 40 | 46 | 33 |
Bars Traded | 10555 | 5647 | 4908 | 10555 | 5647 | 4908 |
Profit Streak | 0 | 33.5645 | 0 | 0 | 33.5645 | 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 | 310576 | -175906 | -503149 | 141222 | -180802 | -540027 |
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{ "first_band": { "type": "vwma", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 10, "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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