Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1455949.6801 | 1387174.967 | 68774.7131 | 41238402.8006 | 35437713.446 | 5800689.3546 |
Total P&L (%) | 1455.9497 | 1387.175 | 68.7747 | 41238.4028 | 35437.7134 | 5800.6894 |
Avg Daily Profit (%) | 0.6417 | 0.6114 | 0.0303 | 0.2659 | 0.2592 | 0.1799 |
Buy And Hold Return (%) | 9050.3947 | 9050.3947 | 9050.3947 | 9050.3947 | 9050.3947 | 9050.3947 |
Max Trade Drawdown | -81432 | -63886 | -94270 | -26543807 | -13053628 | -23043333 |
Profit Factor | 3.3432 | 6.0281 | 1.1991 | 1.4966 | 1.9165 | 1.1307 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 55 | 30 | 25 | 55 | 30 | 25 |
Losing Trades | 59 | 27 | 32 | 59 | 27 | 32 |
Profitability (%) | 48.2456 | 52.6316 | 43.8596 | 48.2456 | 52.6316 | 43.8596 |
Ratio Avg Win / Avg Loss | 3.5864 | 5.4253 | 1.5348 | 1.6054 | 1.7248 | 1.4473 |
Largest Winning Trade | 512261 | 512261 | 49386 | 30223317 | 30223317 | 22156350 |
Largest Losing Trade | -33619 | -33619 | -31140 | -14979673 | -10115099 | -14979673 |
Avg Bars in Trades | 116 | 108 | 124 | 116 | 108 | 124 |
Avg Bars in Winners | 167 | 150 | 188 | 167 | 150 | 188 |
Avg Bars in Losers | 69 | 63 | 75 | 69 | 63 | 75 |
Bars Traded | 13334 | 6212 | 7122 | 13334 | 6212 | 7122 |
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 | -147951 | -325409 | -501038 | 320049 | -169828 | -417092 |
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{ "first_band": { "type": "vwma", "factors": { "length": 175, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 69, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 175, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 69, "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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