Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 14650908.7486 | 14635396.5032 | 15512.2454 | 10166342.9478 | 9354293.9824 | 812048.9655 |
Total P&L (%) | 14650.9087 | 14635.3965 | 15.5122 | 10166.3429 | 9354.294 | 812.049 |
Avg Daily Profit (%) | 6.4565 | 6.4497 | 0.0068 | 0.2043 | 0.2007 | 0.0975 |
Buy And Hold Return (%) | 9447.2722 | 9447.2722 | 9447.2722 | 9447.2722 | 9447.2722 | 9447.2722 |
Max Trade Drawdown | -220486 | -140246 | -90538 | -25195839 | -14944680 | -12262864 |
Profit Factor | 28.2615 | 50.5198 | 1.0641 | 1.2708 | 1.4526 | 1.0481 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Losing Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Profitability (%) | 46.25 | 50 | 42.5 | 46.25 | 50 | 42.5 |
Ratio Avg Win / Avg Loss | 32.8444 | 50.5198 | 1.4397 | 1.4769 | 1.4526 | 1.418 |
Largest Winning Trade | 14457986 | 14457986 | 48687 | 12085599 | 12085599 | 5924915 |
Largest Losing Trade | -38239 | -38239 | -37243 | -5076261 | -4338643 | -5076261 |
Avg Bars in Trades | 161 | 253 | 69 | 161 | 253 | 69 |
Avg Bars in Winners | 198 | 294 | 84 | 198 | 294 | 84 |
Avg Bars in Losers | 129 | 213 | 57 | 129 | 213 | 57 |
Bars Traded | 12925 | 10159 | 2766 | 12925 | 10159 | 2766 |
Profit Streak | 0 | 186.2217 | 0 | 0 | 186.2217 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -10647 | 560817 | -502338 | -159353 | -155717 | -398699 |
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{ "first_band": { "type": "vwma", "factors": { "length": 239, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 90, "offset": 0, "std": 2.0677 } } }
# | 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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