Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1420802.4225 | 1273434.6236 | 147367.7989 | 15362004.4469 | 20936113.5742 | -5574109.1273 |
Total P&L (%) | 1420.8024 | 1273.4346 | 147.3678 | 15362.0044 | 20936.1136 | -5574.1091 |
Avg Daily Profit (%) | 0.7788 | 0.698 | 0.0808 | 0.2767 | 0.2936 | 0 |
Buy And Hold Return (%) | 861.1237 | 861.1237 | 861.1237 | 861.1237 | 861.1237 | 861.1237 |
Max Trade Drawdown | -76807 | -53257 | -56259 | -26496327 | -17872354 | -17287680 |
Profit Factor | 4.6657 | 7.3616 | 1.7863 | 1.2163 | 1.5818 | 0.8409 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 48.4375 | 46.875 | 50 | 48.4375 | 46.875 | 50 |
Ratio Avg Win / Avg Loss | 4.9667 | 8.3432 | 1.7863 | 1.2947 | 1.7928 | 0.8409 |
Largest Winning Trade | 657453 | 657453 | 61642 | 28528868 | 28528868 | 5358117 |
Largest Losing Trade | -31784 | -31784 | -30224 | -11568599 | -11568599 | -8432498 |
Avg Bars in Trades | 79 | 116 | 43 | 79 | 116 | 43 |
Avg Bars in Winners | 107 | 154 | 63 | 107 | 154 | 63 |
Avg Bars in Losers | 53 | 82 | 22 | 53 | 82 | 22 |
Bars Traded | 5095 | 3715 | 1380 | 5095 | 3715 | 1380 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -132795 | 99324 | -247523 | -135841 | 378274 | -580810 |
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{ "first_band": { "type": "vwma", "factors": { "length": 148, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 37, "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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