Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1736558.9734 | 1600741.629 | 135817.3444 | 16745972.4907 | 10858161.1976 | 5887811.2931 |
Total P&L (%) | 1736.559 | 1600.7416 | 135.8173 | 16745.9725 | 10858.1612 | 5887.8113 |
Avg Daily Profit (%) | 0.9526 | 0.8781 | 0.0745 | 0.2816 | 0.258 | 0.2247 |
Buy And Hold Return (%) | 741.7884 | 741.7884 | 741.7884 | 741.7884 | 741.7884 | 741.7884 |
Max Trade Drawdown | -101238 | -59538 | -67439 | -23084512 | -17083078 | -12462892 |
Profit Factor | 3.1911 | 5.1304 | 1.3353 | 1.2059 | 1.2494 | 1.1558 |
Total Trades | 250 | 125 | 125 | 250 | 125 | 125 |
Winning Trades | 75 | 39 | 36 | 75 | 39 | 36 |
Losing Trades | 175 | 86 | 89 | 175 | 86 | 89 |
Profitability (%) | 30 | 31.2 | 28.8 | 30 | 31.2 | 28.8 |
Ratio Avg Win / Avg Loss | 7.4458 | 11.3133 | 3.3013 | 2.8137 | 2.755 | 2.8573 |
Largest Winning Trade | 1030080 | 1030080 | 70283 | 14349816 | 14349816 | 8633021 |
Largest Losing Trade | -18686 | -18686 | -13669 | -6010943 | -6010943 | -2695969 |
Avg Bars in Trades | 21 | 19 | 23 | 21 | 19 | 23 |
Avg Bars in Winners | 53 | 46 | 59 | 53 | 46 | 59 |
Avg Bars in Losers | 7 | 7 | 8 | 7 | 7 | 8 |
Bars Traded | 5372 | 2470 | 2902 | 5372 | 2470 | 2902 |
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 | 309236 | 289180 | -270848 | 113869 | 77866 | -52836 |
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{ "first_band": { "type": "vwma", "factors": { "length": 55, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 55, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "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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