Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3714293.283 | 3569979.1172 | 144314.1658 | 372307.5725 | -4176743.8977 | 4549051.4703 |
Total P&L (%) | 3714.2933 | 3569.9791 | 144.3142 | 372.3076 | -4176.7439 | 4549.0515 |
Avg Daily Profit (%) | 2.0661 | 1.9858 | 0.0803 | 0.0864 | 0 | 0.2138 |
Buy And Hold Return (%) | 323.179 | 323.179 | 323.179 | 323.179 | 323.179 | 323.179 |
Max Trade Drawdown | -213474 | -237639 | -97084 | -7534789 | -9660383 | -2173828 |
Profit Factor | 6.8884 | 9.8956 | 1.6289 | 1.0223 | 0.6641 | 2.0611 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 48 | 18 | 30 | 48 | 18 | 30 |
Losing Trades | 64 | 38 | 26 | 64 | 38 | 26 |
Profitability (%) | 42.8571 | 32.1429 | 53.5714 | 42.8571 | 32.1429 | 53.5714 |
Ratio Avg Win / Avg Loss | 9.1845 | 20.8907 | 1.4117 | 1.363 | 1.4021 | 1.7863 |
Largest Winning Trade | 3804450 | 3804450 | 30263 | 5439206 | 5439206 | 1766727 |
Largest Losing Trade | -49374 | -37288 | -49374 | -2607983 | -2607983 | -966717 |
Avg Bars in Trades | 57 | 69 | 44 | 57 | 69 | 44 |
Avg Bars in Winners | 80 | 108 | 63 | 80 | 108 | 63 |
Avg Bars in Losers | 39 | 51 | 23 | 39 | 51 | 23 |
Bars Traded | 6408 | 3908 | 2500 | 6408 | 3908 | 2500 |
Profit Streak | 0 | 0 | 77.7052 | 0 | 0 | 77.7052 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 731271 | -164554 | -428612 | -394617 | -766388 | -166960 |
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{ "first_band": { "type": "vwma", "factors": { "length": 221, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 204, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 221, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 204, "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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