Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1365715.9992 | 1296821.5326 | 68894.4665 | 2581098.2331 | 1605193.7073 | 975904.5257 |
Total P&L (%) | 1365.716 | 1296.8215 | 68.8945 | 2581.0982 | 1605.1937 | 975.9045 |
Avg Daily Profit (%) | 0.7479 | 0.7102 | 0.0377 | 0.1803 | 0.1554 | 0.1302 |
Buy And Hold Return (%) | 670.8435 | 670.8435 | 670.8435 | 670.8435 | 670.8435 | 670.8435 |
Max Trade Drawdown | -144654 | -101478 | -98753 | -2324502 | -1882923 | -815336 |
Profit Factor | 3.2212 | 4.6227 | 1.2682 | 1.3727 | 1.3499 | 1.4173 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 43 | 15 | 28 | 43 | 15 | 28 |
Losing Trades | 48 | 30 | 18 | 48 | 30 | 18 |
Profitability (%) | 47.2527 | 33.3333 | 60.8696 | 47.2527 | 33.3333 | 60.8696 |
Ratio Avg Win / Avg Loss | 3.5957 | 9.2453 | 0.8153 | 1.5323 | 2.6999 | 0.9111 |
Largest Winning Trade | 752450 | 752450 | 51141 | 1862732 | 1862732 | 822961 |
Largest Losing Trade | -39720 | -37071 | -39720 | -652972 | -652972 | -475508 |
Avg Bars in Trades | 56 | 77 | 35 | 56 | 77 | 35 |
Avg Bars in Winners | 77 | 136 | 46 | 77 | 136 | 46 |
Avg Bars in Losers | 36 | 48 | 17 | 36 | 48 | 17 |
Bars Traded | 5106 | 3491 | 1615 | 5106 | 3491 | 1615 |
Profit Streak | 95.9627 | 0 | 181.9627 | 95.9627 | 0 | 181.9627 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 430615 | 221991 | -307600 | 247835 | -1528 | -41516 |
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{ "first_band": { "type": "vwma", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 19, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 19, "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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