Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1265318.7 | 1239533.2212 | 25785.4787 | 1588185.756 | 1879120.6013 | -290934.8453 |
Total P&L (%) | 1265.3187 | 1239.5332 | 25.7855 | 1588.1858 | 1879.1206 | -290.9348 |
Avg Daily Profit (%) | 0.6961 | 0.6819 | 0.0142 | 0.1556 | 0.1644 | 0 |
Buy And Hold Return (%) | 643.2253 | 643.2253 | 643.2253 | 643.2253 | 643.2253 | 643.2253 |
Max Trade Drawdown | -132151 | -66229 | -145669 | -1502712 | -938881 | -852402 |
Profit Factor | 3.0031 | 5.6966 | 1.0701 | 1.3257 | 1.9169 | 0.8971 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Losing Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Profitability (%) | 43.9024 | 46.3415 | 41.4634 | 43.9024 | 46.3415 | 41.4634 |
Ratio Avg Win / Avg Loss | 3.8372 | 6.5961 | 1.5107 | 1.694 | 2.2195 | 1.2664 |
Largest Winning Trade | 765052 | 765052 | 78555 | 879661 | 879661 | 591616 |
Largest Losing Trade | -62057 | -27915 | -62057 | -451460 | -451460 | -381978 |
Avg Bars in Trades | 65 | 62 | 68 | 65 | 62 | 68 |
Avg Bars in Winners | 100 | 89 | 112 | 100 | 89 | 112 |
Avg Bars in Losers | 37 | 38 | 37 | 37 | 38 | 37 |
Bars Traded | 5359 | 2546 | 2814 | 5359 | 2546 | 2814 |
Profit Streak | 0 | 109.7273 | 0 | 0 | 109.7273 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -242 | 455701 | -485245 | -5899 | 279465 | -582395 |
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{ "first_band": { "type": "vwma", "factors": { "length": 68, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 34, "offset": 0 } } }
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# | 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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