Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1577851.4738 | 1623742.758 | -45891.2842 | 84392.6538 | 1041580.2234 | -957187.5696 |
Total P&L (%) | 1577.8515 | 1623.7428 | -45.8913 | 84.3927 | 1041.5802 | -957.1876 |
Avg Daily Profit (%) | 0.8643 | 0.8895 | -0.0251 | 0.0335 | 0.1335 | 0 |
Buy And Hold Return (%) | 976.3641 | 976.3641 | 976.3641 | 976.3641 | 976.3641 | 976.3641 |
Max Trade Drawdown | -176299 | -102493 | -187554 | -1573940 | -771742 | -1500469 |
Profit Factor | 3.2343 | 5.7163 | 0.8732 | 1.0288 | 1.8923 | 0.4556 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 55.1282 | 53.8462 | 56.4103 | 55.1282 | 53.8462 | 56.4103 |
Ratio Avg Win / Avg Loss | 2.6325 | 4.8997 | 0.6747 | 0.8374 | 1.6219 | 0.352 |
Largest Winning Trade | 1283149 | 1283149 | 48831 | 1283149 | 1283149 | 285790 |
Largest Losing Trade | -76868 | -46422 | -76868 | -995372 | -748970 | -995372 |
Avg Bars in Trades | 44 | 53 | 35 | 44 | 53 | 35 |
Avg Bars in Winners | 51 | 60 | 42 | 51 | 60 | 42 |
Avg Bars in Losers | 35 | 44 | 25 | 35 | 44 | 25 |
Bars Traded | 3441 | 2075 | 1366 | 3441 | 2075 | 1366 |
Profit Streak | 0 | 52.6444 | 0 | 0 | 52.6444 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -28157 | 486398 | -579926 | -542457 | -154742 | -579926 |
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{ "first_band": { "type": "vwma", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 156, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 156, "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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