Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 556053.4504 | 439840.7347 | 116212.7157 | 2009229.6934 | 1835382.2242 | 173847.4693 |
Total P&L (%) | 556.0535 | 439.8407 | 116.2127 | 2009.2297 | 1835.3822 | 173.8475 |
Avg Daily Profit (%) | 0.3043 | 0.2407 | 0.0636 | 0.167 | 0.1623 | 0.0551 |
Buy And Hold Return (%) | 273.2648 | 273.2648 | 273.2648 | 273.2648 | 273.2648 | 273.2648 |
Max Trade Drawdown | -71693 | -46761 | -68422 | -689122 | -590363 | -587908 |
Profit Factor | 2.6127 | 3.759 | 1.6269 | 1.6131 | 2.2163 | 1.0983 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Profitability (%) | 55.5556 | 54.8387 | 56.25 | 55.5556 | 54.8387 | 56.25 |
Ratio Avg Win / Avg Loss | 2.0902 | 3.0956 | 1.2654 | 1.2905 | 1.8252 | 0.8542 |
Largest Winning Trade | 220040 | 220040 | 56841 | 854194 | 854194 | 485752 |
Largest Losing Trade | -37703 | -37703 | -28430 | -587908 | -575553 | -587908 |
Avg Bars in Trades | 49 | 58 | 41 | 49 | 58 | 41 |
Avg Bars in Winners | 65 | 86 | 45 | 65 | 86 | 45 |
Avg Bars in Losers | 30 | 25 | 36 | 30 | 25 | 36 |
Bars Traded | 3144 | 1822 | 1322 | 3144 | 1822 | 1322 |
Profit Streak | 0 | 185.4623 | 0 | 0 | 185.4623 | 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 | -143024 | 249174 | -271049 | -140581 | 478925 | -398328 |
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{ "first_band": { "type": "vwma", "factors": { "length": 232, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 196, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 232, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 196, "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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