Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1717036.0262 | 1586156.6601 | 130879.3661 | 14846882.944 | 10562412.9242 | 4284470.0198 |
Total P&L (%) | 1717.036 | 1586.1567 | 130.8794 | 14846.8829 | 10562.4129 | 4284.47 |
Avg Daily Profit (%) | 0.9398 | 0.8682 | 0.0716 | 0.2744 | 0.2559 | 0.2071 |
Buy And Hold Return (%) | 676.3997 | 676.3997 | 676.3997 | 676.3997 | 676.3997 | 676.3997 |
Max Trade Drawdown | -101238 | -53264 | -67439 | -23346559 | -16415766 | -11923169 |
Profit Factor | 3.1175 | 4.9956 | 1.3162 | 1.1925 | 1.2594 | 1.1177 |
Total Trades | 256 | 128 | 128 | 256 | 128 | 128 |
Winning Trades | 76 | 40 | 36 | 76 | 40 | 36 |
Losing Trades | 180 | 88 | 92 | 180 | 88 | 92 |
Profitability (%) | 29.6875 | 31.25 | 28.125 | 29.6875 | 31.25 | 28.125 |
Ratio Avg Win / Avg Loss | 7.3835 | 10.9904 | 3.3636 | 2.8244 | 2.7707 | 2.8563 |
Largest Winning Trade | 1030080 | 1030080 | 70283 | 13523096 | 13523096 | 8501453 |
Largest Losing Trade | -18686 | -18686 | -13669 | -5240381 | -5240381 | -2540649 |
Avg Bars in Trades | 20 | 19 | 22 | 20 | 19 | 22 |
Avg Bars in Winners | 52 | 45 | 59 | 52 | 45 | 59 |
Avg Bars in Losers | 7 | 7 | 8 | 7 | 7 | 8 |
Bars Traded | 5372 | 2469 | 2903 | 5372 | 2469 | 2903 |
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 | 294651 | 331184 | -277753 | -6524 | 80425 | -98292 |
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{ "first_band": { "type": "vwma", "factors": { "length": 54, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 54, "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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