Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1434976.107 | 1405447.3326 | 29528.7744 | 1642192.1429 | 4894640.7435 | -3252448.6006 |
Total P&L (%) | 1434.9761 | 1405.4473 | 29.5288 | 1642.1921 | 4894.6407 | -3252.4486 |
Avg Daily Profit (%) | 0.7904 | 0.7741 | 0.0163 | 0.1575 | 0.2157 | 0 |
Buy And Hold Return (%) | 815.1976 | 815.1976 | 815.1976 | 815.1976 | 815.1976 | 815.1976 |
Max Trade Drawdown | -107016 | -58612 | -74989 | -4472655 | -2088192 | -3421331 |
Profit Factor | 3.5839 | 5.6325 | 1.1172 | 1.1245 | 1.8168 | 0.5484 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Profitability (%) | 46.9136 | 41.4634 | 52.5 | 46.9136 | 41.4634 | 52.5 |
Ratio Avg Win / Avg Loss | 4.0554 | 7.9518 | 1.0108 | 1.2724 | 2.5649 | 0.4962 |
Largest Winning Trade | 881650 | 881650 | 59415 | 4121001 | 4121001 | 814590 |
Largest Losing Trade | -65827 | -49015 | -65827 | -2214775 | -849898 | -2214775 |
Avg Bars in Trades | 42 | 45 | 38 | 42 | 45 | 38 |
Avg Bars in Winners | 55 | 58 | 52 | 55 | 58 | 52 |
Avg Bars in Losers | 31 | 36 | 24 | 31 | 36 | 24 |
Bars Traded | 3439 | 1884 | 1556 | 3439 | 1884 | 1556 |
Profit Streak | 38.4341 | 38.9341 | 0 | 38.4341 | 38.9341 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -5578 | 350552 | -428164 | -99668 | 295805 | -580425 |
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{ "first_band": { "type": "vwma", "factors": { "length": 9, "offset": 106 } }, "second_band": { "type": "ema", "factors": { "length": 171, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 9, "offset": 106 } }, "second_band": { "type": "ema", "factors": { "length": 171, "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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