Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1522650.728 | 1437074.1306 | 85576.5974 | 3677296.7525 | 4349474.4908 | -672177.7383 |
Total P&L (%) | 1522.6507 | 1437.0741 | 85.5766 | 3677.2968 | 4349.4745 | -672.1777 |
Avg Daily Profit (%) | 0.8402 | 0.7929 | 0.0472 | 0.2006 | 0.2096 | 0 |
Buy And Hold Return (%) | 534.9685 | 534.9685 | 534.9685 | 534.9685 | 534.9685 | 534.9685 |
Max Trade Drawdown | -115427 | -104117 | -50553 | -12552026 | -7637188 | -5855308 |
Profit Factor | 2.5311 | 3.4353 | 1.2116 | 1.0876 | 1.1759 | 0.961 |
Total Trades | 258 | 129 | 129 | 258 | 129 | 129 |
Winning Trades | 90 | 38 | 52 | 90 | 38 | 52 |
Losing Trades | 168 | 91 | 77 | 168 | 91 | 77 |
Profitability (%) | 34.8837 | 29.4574 | 40.3101 | 34.8837 | 29.4574 | 40.3101 |
Ratio Avg Win / Avg Loss | 4.7248 | 8.2267 | 1.7942 | 2.0302 | 2.8159 | 1.423 |
Largest Winning Trade | 1033773 | 1033773 | 48866 | 5087338 | 5087338 | 2602659 |
Largest Losing Trade | -22004 | -22004 | -18710 | -1964845 | -1891283 | -1964845 |
Avg Bars in Trades | 41 | 52 | 30 | 41 | 52 | 30 |
Avg Bars in Winners | 77 | 108 | 54 | 77 | 108 | 54 |
Avg Bars in Losers | 22 | 29 | 14 | 22 | 29 | 14 |
Bars Traded | 10737 | 6787 | 3950 | 10737 | 6787 | 3950 |
Profit Streak | 0 | 8.5583 | 0 | 0 | 8.5583 | 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 | 368982 | 236712 | -298950 | -119599 | -27534 | -583091 |
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{ "first_band": { "type": "vwma", "factors": { "length": 83, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 8, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 83, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 8, "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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