Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1671787.4375 | 1562805.3826 | 108982.0548 | 5380092.3313 | 4839266.5726 | 540825.7587 |
Total P&L (%) | 1671.7874 | 1562.8054 | 108.9821 | 5380.0923 | 4839.2666 | 540.8258 |
Avg Daily Profit (%) | 0.9181 | 0.8582 | 0.0598 | 0.2201 | 0.2144 | 0.1021 |
Buy And Hold Return (%) | 734.1639 | 734.1639 | 734.1639 | 734.1639 | 734.1639 | 734.1639 |
Max Trade Drawdown | -159367 | -119183 | -72916 | -26834718 | -19145210 | -11727430 |
Profit Factor | 2.9509 | 3.8018 | 1.3643 | 1.0657 | 1.0902 | 1.0192 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 85 | 34 | 51 | 85 | 34 | 51 |
Losing Trades | 119 | 68 | 51 | 119 | 68 | 51 |
Profitability (%) | 41.6667 | 33.3333 | 50 | 41.6667 | 33.3333 | 50 |
Ratio Avg Win / Avg Loss | 4.1313 | 7.6035 | 1.3643 | 1.492 | 2.1804 | 1.0192 |
Largest Winning Trade | 907130 | 907130 | 43222 | 15554029 | 15554029 | 4028850 |
Largest Losing Trade | -31873 | -31873 | -24030 | -5985346 | -5985346 | -2294110 |
Avg Bars in Trades | 17 | 23 | 11 | 17 | 23 | 11 |
Avg Bars in Winners | 26 | 43 | 15 | 26 | 43 | 15 |
Avg Bars in Losers | 11 | 13 | 7 | 11 | 13 | 7 |
Bars Traded | 3576 | 2413 | 1163 | 3576 | 2413 | 1163 |
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 | 430823 | 274165 | -278315 | -141896 | -118812 | -421503 |
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{ "first_band": { "type": "vwma", "factors": { "length": 29, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 4, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 29, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 4, "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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