Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1468981.9111 | 1373083.6757 | 95898.2354 | 4039678.0889 | 2809887.807 | 1229790.2819 |
Total P&L (%) | 1468.9819 | 1373.0837 | 95.8982 | 4039.6781 | 2809.8878 | 1229.7903 |
Avg Daily Profit (%) | 0.8069 | 0.7542 | 0.0527 | 0.2047 | 0.1853 | 0.1422 |
Buy And Hold Return (%) | 632.0415 | 632.0415 | 632.0415 | 632.0415 | 632.0415 | 632.0415 |
Max Trade Drawdown | -117569 | -88691 | -70878 | -12838833 | -8946217 | -7192615 |
Profit Factor | 2.8247 | 3.752 | 1.3133 | 1.0827 | 1.0936 | 1.0653 |
Total Trades | 206 | 103 | 103 | 206 | 103 | 103 |
Winning Trades | 80 | 34 | 46 | 80 | 34 | 46 |
Losing Trades | 126 | 69 | 57 | 126 | 69 | 57 |
Profitability (%) | 38.835 | 33.0097 | 44.6602 | 38.835 | 33.0097 | 44.6602 |
Ratio Avg Win / Avg Loss | 4.449 | 7.6143 | 1.6274 | 1.7053 | 2.2194 | 1.3201 |
Largest Winning Trade | 716824 | 716824 | 41739 | 10343923 | 10343923 | 3832232 |
Largest Losing Trade | -43461 | -43461 | -14958 | -2213147 | -2213147 | -1273304 |
Avg Bars in Trades | 34 | 47 | 22 | 34 | 47 | 22 |
Avg Bars in Winners | 53 | 84 | 29 | 53 | 84 | 29 |
Avg Bars in Losers | 22 | 28 | 16 | 22 | 28 | 16 |
Bars Traded | 7150 | 4855 | 2296 | 7150 | 4855 | 2296 |
Profit Streak | 15.3107 | 0 | 25.0607 | 15.3107 | 0 | 25.0607 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 401622 | 253017 | -288607 | -123429 | -117239 | -160171 |
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{ "first_band": { "type": "vwma", "factors": { "length": 69, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 11, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 69, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 11, "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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