Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1868319.7236 | 1682219.0133 | 186100.7103 | 45983282.7034 | 29365467.2473 | 16617815.4561 |
Total P&L (%) | 1868.3197 | 1682.219 | 186.1007 | 45983.2827 | 29365.4672 | 16617.8155 |
Avg Daily Profit (%) | 1.0267 | 0.9245 | 0.1023 | 0.3376 | 0.313 | 0.2817 |
Buy And Hold Return (%) | 579.3839 | 579.3839 | 579.3839 | 579.3839 | 579.3839 | 579.3839 |
Max Trade Drawdown | -74483 | -49294 | -44234 | -56090029 | -42516121 | -32968974 |
Profit Factor | 3.6787 | 5.7292 | 1.5445 | 1.2146 | 1.256 | 1.1669 |
Total Trades | 218 | 109 | 109 | 218 | 109 | 109 |
Winning Trades | 70 | 36 | 34 | 70 | 36 | 34 |
Losing Trades | 148 | 73 | 75 | 148 | 73 | 75 |
Profitability (%) | 32.1101 | 33.0275 | 31.1927 | 32.1101 | 33.0275 | 31.1927 |
Ratio Avg Win / Avg Loss | 7.7778 | 11.6176 | 3.4071 | 2.5679 | 2.5468 | 2.574 |
Largest Winning Trade | 1030080 | 1030080 | 70283 | 38166769 | 38166769 | 22089998 |
Largest Losing Trade | -18686 | -18686 | -13669 | -15763402 | -15763402 | -7444339 |
Avg Bars in Trades | 24 | 22 | 26 | 24 | 22 | 26 |
Avg Bars in Winners | 57 | 51 | 64 | 57 | 51 | 64 |
Avg Bars in Losers | 9 | 8 | 9 | 9 | 8 | 9 |
Bars Traded | 5372 | 2465 | 2907 | 5372 | 2465 | 2907 |
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 | 422602 | 425523 | -226832 | 156540 | 120322 | -34425 |
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{ "first_band": { "type": "vwma", "factors": { "length": 56, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 56, "offset": 0 } }, "second_band": { "type": "ohlc4", "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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