Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1007642.389 | 1081199.4154 | -73557.0263 | 53347.8269 | 1294241.1595 | -1240893.3326 |
Total P&L (%) | 1007.6424 | 1081.1994 | -73.557 | 53.3478 | 1294.2412 | -1240.8933 |
Avg Daily Profit (%) | 0.5557 | 0.5963 | -0.0406 | 0.0236 | 0.1454 | 0 |
Buy And Hold Return (%) | 620.2043 | 620.2043 | 620.2043 | 620.2043 | 620.2043 | 620.2043 |
Max Trade Drawdown | -214260 | -153882 | -163041 | -2749970 | -2165797 | -1800584 |
Profit Factor | 2.3894 | 4.1315 | 0.8064 | 1.0084 | 1.4365 | 0.6324 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Losing Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Profitability (%) | 47.9167 | 52.0833 | 43.75 | 47.9167 | 52.0833 | 43.75 |
Ratio Avg Win / Avg Loss | 2.5972 | 3.801 | 1.0368 | 1.0961 | 1.3216 | 0.8131 |
Largest Winning Trade | 861461 | 861461 | 59175 | 1981957 | 1981957 | 904679 |
Largest Losing Trade | -47371 | -40610 | -47371 | -1166933 | -732572 | -1166933 |
Avg Bars in Trades | 53 | 68 | 39 | 53 | 68 | 39 |
Avg Bars in Winners | 65 | 72 | 56 | 65 | 72 | 56 |
Avg Bars in Losers | 43 | 64 | 25 | 43 | 64 | 25 |
Bars Traded | 5165 | 3282 | 1883 | 5165 | 3282 | 1883 |
Profit Streak | 53.3805 | 82.7138 | 0 | 53.3805 | 82.7138 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 224892 | 406908 | -581453 | -538407 | -2574 | -583119 |
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{ "first_band": { "type": "vwma", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 148, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 148, "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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