Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1382743.9044 | 1375224.4431 | 7519.4612 | 392365.2545 | 3035868.2755 | -2643503.021 |
Total P&L (%) | 1382.7439 | 1375.2244 | 7.5195 | 392.3653 | 3035.8683 | -2643.503 |
Avg Daily Profit (%) | 0.762 | 0.7578 | 0.0041 | 0.0879 | 0.19 | 0 |
Buy And Hold Return (%) | 649.1985 | 649.1985 | 649.1985 | 649.1985 | 649.1985 | 649.1985 |
Max Trade Drawdown | -180120 | -116836 | -124812 | -3070407 | -331475 | -2896943 |
Profit Factor | 3.297 | 5.3935 | 1.026 | 1.0876 | 4.1361 | 0.2471 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Profitability (%) | 43.4211 | 44.7368 | 42.1053 | 43.4211 | 44.7368 | 42.1053 |
Ratio Avg Win / Avg Loss | 4.2961 | 6.6625 | 1.4108 | 1.4172 | 5.1093 | 0.3398 |
Largest Winning Trade | 936757 | 936757 | 59736 | 2210249 | 2210249 | 354503 |
Largest Losing Trade | -88037 | -38632 | -88037 | -2780401 | -186303 | -2780401 |
Avg Bars in Trades | 67 | 91 | 43 | 67 | 91 | 43 |
Avg Bars in Winners | 92 | 123 | 59 | 92 | 123 | 59 |
Avg Bars in Losers | 48 | 65 | 31 | 48 | 65 | 31 |
Bars Traded | 5116 | 3467 | 1648 | 5116 | 3467 | 1648 |
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 | -43214 | 459193 | -548017 | -421917 | 412536 | -583835 |
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{ "first_band": { "type": "vwma", "factors": { "length": 195, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 218, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 195, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 218, "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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