Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1302020.8044 | 1259742.5015 | 42278.3028 | 25724195.7504 | 27996063.4786 | -2271867.7282 |
Total P&L (%) | 1302.0208 | 1259.7425 | 42.2783 | 25724.1958 | 27996.0635 | -2271.8677 |
Avg Daily Profit (%) | 0.5733 | 0.5547 | 0.0186 | 0.2449 | 0.2486 | 0 |
Buy And Hold Return (%) | 8200.8966 | 8200.8966 | 8200.8966 | 8200.8966 | 8200.8966 | 8200.8966 |
Max Trade Drawdown | -73304 | -54424 | -112532 | -15355968 | -12145048 | -10958777 |
Profit Factor | 3.6607 | 7.9914 | 1.1367 | 1.494 | 2.1488 | 0.918 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 48 | 28 | 20 | 48 | 28 | 20 |
Losing Trades | 50 | 21 | 29 | 50 | 21 | 29 |
Profitability (%) | 48.9796 | 57.1429 | 40.8163 | 48.9796 | 57.1429 | 40.8163 |
Ratio Avg Win / Avg Loss | 3.8132 | 5.9936 | 1.6483 | 1.5562 | 1.6116 | 1.3311 |
Largest Winning Trade | 495648 | 495648 | 48636 | 20187746 | 20187746 | 9214888 |
Largest Losing Trade | -46591 | -34970 | -46591 | -7984919 | -7984919 | -6782028 |
Avg Bars in Trades | 131 | 120 | 143 | 131 | 120 | 143 |
Avg Bars in Winners | 194 | 161 | 241 | 194 | 161 | 241 |
Avg Bars in Losers | 71 | 64 | 75 | 71 | 64 | 75 |
Bars Traded | 12919 | 5890 | 7029 | 12919 | 5890 | 7029 |
Profit Streak | 0 | 109.3997 | 0 | 0 | 109.3997 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147872 | -143804 | -406228 | 276343 | 438221 | -582586 |
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{ "first_band": { "type": "vwma", "factors": { "length": 224, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 89, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 224, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 89, "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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