Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 510315.5322 | 615395.3369 | -105079.8046 | -288636.5501 | 3335260.8786 | -3623897.4287 |
Total P&L (%) | 510.3155 | 615.3953 | -105.0798 | -288.6366 | 3335.2609 | -3623.8974 |
Avg Daily Profit (%) | 0.2808 | 0.3386 | -0.0578 | 0 | 0.1948 | 0 |
Buy And Hold Return (%) | 718.358 | 718.358 | 718.358 | 718.358 | 718.358 | 718.358 |
Max Trade Drawdown | -218784 | -117213 | -175135 | -4484394 | -462751 | -4656627 |
Profit Factor | 1.7525 | 3.9882 | 0.7775 | 0.9549 | 5.003 | 0.3487 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 31 | 16 | 15 | 45 | 25 | 20 |
Losing Trades | 44 | 21 | 23 | 30 | 12 | 18 |
Profitability (%) | 41.3333 | 43.2432 | 39.4737 | 60 | 67.5676 | 52.6316 |
Ratio Avg Win / Avg Loss | 2.4874 | 5.2345 | 1.1922 | 0.6366 | 2.4014 | 0.3138 |
Largest Winning Trade | 262347 | 262347 | 66041 | 2211937 | 2211937 | 414400 |
Largest Losing Trade | -125470 | -42090 | -125470 | -4315113 | -260849 | -4315113 |
Avg Bars in Trades | 69 | 82 | 57 | 69 | 82 | 57 |
Avg Bars in Winners | 84 | 81 | 87 | 69 | 93 | 38 |
Avg Bars in Losers | 59 | 84 | 37 | 71 | 61 | 77 |
Bars Traded | 5248 | 3070 | 2178 | 5248 | 3070 | 2178 |
Profit Streak | 0 | 88.0594 | 0 | 46.0594 | 0 | 79.0594 |
Trades During Streak | 0 | 1 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -218375 | -151566 | -583191 | -639924 | 591197 | -579866 |
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{ "first_band": { "type": "vwma", "factors": { "length": 129, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 178, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 129, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 178, "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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