Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 919666.1995 | 910171.2546 | 9494.945 | 250541.8187 | 2153858.4786 | -1903316.6599 |
Total P&L (%) | 919.6662 | 910.1713 | 9.4949 | 250.5418 | 2153.8585 | -1903.3167 |
Avg Daily Profit (%) | 0.5046 | 0.4994 | 0.0052 | 0.0688 | 0.1711 | 0 |
Buy And Hold Return (%) | 872.7918 | 872.7918 | 872.7918 | 872.7918 | 872.7918 | 872.7918 |
Max Trade Drawdown | -91563 | -100800 | -91563 | -2078665 | -510188 | -2071693 |
Profit Factor | 2.8797 | 4.7083 | 1.0389 | 1.0679 | 3.2522 | 0.3032 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Profitability (%) | 54.7945 | 55.5556 | 54.0541 | 54.7945 | 55.5556 | 54.0541 |
Ratio Avg Win / Avg Loss | 2.3757 | 3.7666 | 0.8831 | 0.8811 | 2.6018 | 0.2577 |
Largest Winning Trade | 450788 | 450788 | 43332 | 1590998 | 1590998 | 155844 |
Largest Losing Trade | -91563 | -60885 | -91563 | -2058806 | -313861 | -2058806 |
Avg Bars in Trades | 47 | 65 | 29 | 47 | 65 | 29 |
Avg Bars in Winners | 59 | 82 | 36 | 59 | 82 | 36 |
Avg Bars in Losers | 33 | 45 | 22 | 33 | 45 | 22 |
Bars Traded | 3470 | 2365 | 1105 | 3470 | 2365 | 1105 |
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 | -208308 | -133557 | -530187 | -489626 | 394380 | -579969 |
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{ "first_band": { "type": "vwma", "factors": { "length": 170, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 172, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 170, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 172, "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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