Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1843545.7527 | 1757103.5489 | 86442.2039 | 63686387.1257 | 84036018.5506 | -20349631.4249 |
Total P&L (%) | 1843.5458 | 1757.1035 | 86.4422 | 63686.3871 | 84036.0186 | -20349.6314 |
Avg Daily Profit (%) | 0.816 | 0.7777 | 0.0383 | 0.2863 | 0.2985 | 0 |
Buy And Hold Return (%) | 8526.8003 | 8526.8003 | 8526.8003 | 8526.8003 | 8526.8003 | 8526.8003 |
Max Trade Drawdown | -84930 | -56116 | -71240 | -81268532 | -50601837 | -56031349 |
Profit Factor | 4.2496 | 7.7764 | 1.2806 | 1.279 | 1.7527 | 0.8255 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Losing Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Profitability (%) | 50 | 50.8475 | 49.1525 | 50 | 50.8475 | 49.1525 |
Ratio Avg Win / Avg Loss | 4.2496 | 7.5172 | 1.3248 | 1.279 | 1.6942 | 0.854 |
Largest Winning Trade | 739658 | 739658 | 55872 | 90049481 | 90049481 | 21289283 |
Largest Losing Trade | -31621 | -29480 | -31621 | -31197997 | -27279219 | -31197997 |
Avg Bars in Trades | 108 | 96 | 120 | 108 | 96 | 120 |
Avg Bars in Winners | 138 | 107 | 171 | 138 | 107 | 171 |
Avg Bars in Losers | 78 | 85 | 72 | 78 | 85 | 72 |
Bars Traded | 12820 | 5683 | 7137 | 12820 | 5683 | 7137 |
Profit Streak | 61.3658 | 97.3658 | 61.3658 | 61.3658 | 97.3658 | 61.3658 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144064 | -320284 | -484055 | 360682 | -163807 | -757228 |
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{ "first_band": { "type": "vwma", "factors": { "length": 234, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 147, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 234, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 147, "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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