Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1111315.1917 | 1059061.0698 | 52254.1219 | 62675093.3755 | 70766855.4282 | -8091762.0526 |
Total P&L (%) | 1111.3152 | 1059.0611 | 52.2541 | 62675.0934 | 70766.8554 | -8091.7621 |
Avg Daily Profit (%) | 0.4426 | 0.4218 | 0.0208 | 0.2569 | 0.2618 | 0 |
Buy And Hold Return (%) | 14439.6301 | 14439.6301 | 14439.6301 | 14439.6301 | 14439.6301 | 14439.6301 |
Max Trade Drawdown | -39257 | -25377 | -39998 | -21241620 | -5715791 | -19187470 |
Profit Factor | 4.5738 | 12.723 | 1.2368 | 2.013 | 5.6382 | 0.8264 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 44 | 26 | 18 | 44 | 26 | 18 |
Losing Trades | 37 | 15 | 22 | 37 | 15 | 22 |
Profitability (%) | 54.321 | 63.4146 | 45 | 54.321 | 63.4146 | 45 |
Ratio Avg Win / Avg Loss | 3.8461 | 7.3402 | 1.5117 | 1.6927 | 3.2528 | 1.0101 |
Largest Winning Trade | 286384 | 286384 | 36358 | 25938602 | 25938602 | 6448275 |
Largest Losing Trade | -28895 | -23091 | -28895 | -10814995 | -3075434 | -10814995 |
Avg Bars in Trades | 90 | 98 | 82 | 90 | 98 | 82 |
Avg Bars in Winners | 112 | 117 | 104 | 112 | 117 | 104 |
Avg Bars in Losers | 64 | 64 | 64 | 64 | 64 | 64 |
Bars Traded | 7345 | 4036 | 3309 | 7345 | 4036 | 3309 |
Profit Streak | 67.274 | 69.274 | 0 | 67.274 | 69.274 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -163342 | -144982 | -331940 | -4728 | 638643 | -581027 |
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{ "first_band": { "type": "vwma", "factors": { "length": 174, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 137, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 174, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 137, "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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