Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1369588.5181 | 1277775.1014 | 91813.4166 | 69688860.1551 | 51010662.5333 | 18678197.6218 |
Total P&L (%) | 1369.5885 | 1277.7751 | 91.8134 | 69688.8602 | 51010.6625 | 18678.1976 |
Avg Daily Profit (%) | 0.6576 | 0.6135 | 0.0441 | 0.3149 | 0.2999 | 0.2517 |
Buy And Hold Return (%) | 11157.716 | 11157.716 | 11157.716 | 11157.716 | 11157.716 | 11157.716 |
Max Trade Drawdown | -78994 | -82281 | -87631 | -13073887 | -10173243 | -7906572 |
Profit Factor | 2.9558 | 5.2926 | 1.2281 | 2.2216 | 2.9972 | 1.5929 |
Total Trades | 175 | 87 | 88 | 175 | 87 | 88 |
Winning Trades | 78 | 38 | 40 | 78 | 38 | 40 |
Losing Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Profitability (%) | 44.5714 | 43.6782 | 45.4545 | 44.5714 | 43.6782 | 45.4545 |
Ratio Avg Win / Avg Loss | 3.6758 | 6.8246 | 1.4737 | 2.7628 | 3.8649 | 1.9114 |
Largest Winning Trade | 374725 | 374725 | 36749 | 24333390 | 24333390 | 12080159 |
Largest Losing Trade | -43554 | -21805 | -43554 | -7906572 | -4256504 | -7906572 |
Avg Bars in Trades | 140 | 123 | 157 | 140 | 123 | 157 |
Avg Bars in Winners | 223 | 199 | 246 | 223 | 199 | 246 |
Avg Bars in Losers | 73 | 64 | 83 | 73 | 64 | 83 |
Bars Traded | 24628 | 10756 | 13872 | 24628 | 10756 | 13872 |
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 | -149378 | -148976 | -302249 | 415811 | 364400 | 11354 |
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{ "first_band": { "type": "vwma", "factors": { "length": 214, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 54, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 214, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 54, "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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