Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1129878.2837 | 1052147.7075 | 77730.5762 | 4359884.3486 | 3339283.2904 | 1020601.0582 |
Total P&L (%) | 1129.8783 | 1052.1477 | 77.7306 | 4359.8843 | 3339.2833 | 1020.6011 |
Avg Daily Profit (%) | 0.6198 | 0.5772 | 0.0426 | 0.2085 | 0.1943 | 0.1326 |
Buy And Hold Return (%) | 874.2476 | 874.2476 | 874.2476 | 874.2476 | 874.2476 | 874.2476 |
Max Trade Drawdown | -80855 | -60979 | -28897 | -2441797 | -823407 | -1736652 |
Profit Factor | 4.8278 | 8.1956 | 1.5218 | 1.6647 | 2.2319 | 1.2652 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 50 | 50 | 50 | 50 | 50 | 50 |
Ratio Avg Win / Avg Loss | 4.8278 | 8.1956 | 1.5218 | 1.6647 | 2.2319 | 1.2652 |
Largest Winning Trade | 486732 | 486732 | 67928 | 3167954 | 3167954 | 2137224 |
Largest Losing Trade | -56966 | -56966 | -32047 | -1697583 | -640615 | -1697583 |
Avg Bars in Trades | 56 | 50 | 62 | 56 | 50 | 62 |
Avg Bars in Winners | 78 | 64 | 92 | 78 | 64 | 92 |
Avg Bars in Losers | 34 | 36 | 33 | 34 | 36 | 33 |
Bars Traded | 3393 | 1516 | 1877 | 3393 | 1516 | 1877 |
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 | -229014 | -82727 | -299228 | -163580 | 353029 | -129407 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 109 } }, "second_band": { "type": "vwma", "factors": { "length": 24, "offset": 0 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 109 } }, "second_band": { "type": "vwma", "factors": { "length": 24, "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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