Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1969729.7285 | 1980286.3487 | -10556.6202 | 260525.2866 | -749962.5576 | 1010487.8442 |
Total P&L (%) | 1969.7297 | 1980.2863 | -10.5566 | 260.5253 | -749.9626 | 1010.4878 |
Avg Daily Profit (%) | 1.0978 | 1.1036 | -0.0059 | 0.0715 | 0 | 0.1343 |
Buy And Hold Return (%) | 378.3905 | 378.3905 | 378.3905 | 378.3905 | 378.3905 | 378.3905 |
Max Trade Drawdown | -314134 | -290954 | -77116 | -26760953 | -27589028 | -8645317 |
Profit Factor | 4.0901 | 5.657 | 0.9503 | 1.0058 | 0.9751 | 1.0689 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 31 | 12 | 19 | 31 | 12 | 19 |
Losing Trades | 44 | 25 | 19 | 44 | 25 | 19 |
Profitability (%) | 41.3333 | 32.4324 | 50 | 41.3333 | 32.4324 | 50 |
Ratio Avg Win / Avg Loss | 5.8054 | 11.7854 | 0.9503 | 1.4276 | 2.0314 | 1.0689 |
Largest Winning Trade | 1442026 | 1442026 | 32998 | 14727902 | 14727902 | 5660741 |
Largest Losing Trade | -35491 | -34320 | -35491 | -8645317 | -4973918 | -8645317 |
Avg Bars in Trades | 134 | 218 | 52 | 134 | 218 | 52 |
Avg Bars in Winners | 170 | 330 | 69 | 170 | 330 | 69 |
Avg Bars in Losers | 108 | 165 | 34 | 108 | 165 | 34 |
Bars Traded | 10082 | 8099 | 1982 | 10082 | 8099 | 1982 |
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 | -45292 | 493280 | -580764 | -542029 | -584826 | -161532 |
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{ "first_band": { "type": "vwma", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 93, "offset": 0, "std": 1.37246 } } }
# | 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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