Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1312669.9337 | 1281955.818 | 30714.1157 | 1016737.1286 | 839463.5827 | 177273.5458 |
Total P&L (%) | 1312.6699 | 1281.9558 | 30.7141 | 1016.7371 | 839.4636 | 177.2735 |
Avg Daily Profit (%) | 0.723 | 0.7061 | 0.0169 | 0.133 | 0.1235 | 0.0562 |
Buy And Hold Return (%) | 627.2864 | 627.2864 | 627.2864 | 627.2864 | 627.2864 | 627.2864 |
Max Trade Drawdown | -113141 | -129596 | -13406 | -1323707 | -1262162 | -148532 |
Profit Factor | 3.6797 | 4.0905 | 1.4093 | 1.2183 | 1.2051 | 1.3137 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 37 | 14 | 23 | 37 | 14 | 23 |
Losing Trades | 47 | 28 | 19 | 47 | 28 | 19 |
Profitability (%) | 44.0476 | 33.3333 | 54.7619 | 44.0476 | 33.3333 | 54.7619 |
Ratio Avg Win / Avg Loss | 4.6742 | 8.1809 | 1.1642 | 1.5475 | 2.4102 | 1.0852 |
Largest Winning Trade | 574721 | 574721 | 12480 | 1576149 | 1576149 | 157410 |
Largest Losing Trade | -57028 | -57028 | -12269 | -813019 | -813019 | -121335 |
Avg Bars in Trades | 126 | 243 | 9 | 126 | 243 | 9 |
Avg Bars in Winners | 125 | 309 | 13 | 125 | 309 | 13 |
Avg Bars in Losers | 126 | 209 | 4 | 126 | 209 | 4 |
Bars Traded | 10602 | 10208 | 394 | 10602 | 10208 | 394 |
Profit Streak | 0 | 83.845 | 0 | 0 | 83.845 | 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 | 395013 | 252466 | -334339 | -25884 | -93595 | -282566 |
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{ "first_band": { "type": "vwma", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 41, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 41, "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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