Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1006788.0021 | 1041326.2538 | -34538.2516 | 393219.8199 | 837279.9834 | -444060.1635 |
Total P&L (%) | 1006.788 | 1041.3263 | -34.5383 | 393.2198 | 837.28 | -444.0602 |
Avg Daily Profit (%) | 0.5545 | 0.5735 | -0.019 | 0.0879 | 0.1233 | 0 |
Buy And Hold Return (%) | 622.6376 | 622.6376 | 622.6376 | 622.6376 | 622.6376 | 622.6376 |
Max Trade Drawdown | -169276 | -67202 | -136281 | -442424 | -282011 | -568698 |
Profit Factor | 2.6221 | 4.9195 | 0.9027 | 1.189 | 1.9943 | 0.6414 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Losing Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Profitability (%) | 40 | 42.5 | 37.5 | 40 | 42.5 | 37.5 |
Ratio Avg Win / Avg Loss | 3.9332 | 6.6558 | 1.5045 | 1.7835 | 2.6981 | 1.069 |
Largest Winning Trade | 575418 | 575418 | 77806 | 426439 | 426439 | 189746 |
Largest Losing Trade | -52617 | -30301 | -52617 | -262466 | -141749 | -262466 |
Avg Bars in Trades | 65 | 59 | 70 | 65 | 59 | 70 |
Avg Bars in Winners | 112 | 103 | 122 | 112 | 103 | 122 |
Avg Bars in Losers | 33 | 27 | 39 | 33 | 27 | 39 |
Bars Traded | 5207 | 2395 | 2812 | 5207 | 2395 | 2812 |
Profit Streak | 0 | 159.8772 | 0 | 0 | 159.8772 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -21040 | 301942 | -582833 | -280516 | -84200 | -583944 |
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{ "first_band": { "type": "vwma", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 26, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 26, "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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