Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1721432.9925 | 1594359.2963 | 127073.6962 | 120080602.6833 | 91658498.8409 | 28422103.8424 |
Total P&L (%) | 1721.433 | 1594.3593 | 127.0737 | 120080.6027 | 91658.4988 | 28422.1038 |
Avg Daily Profit (%) | 0.7596 | 0.7035 | 0.0561 | 0.3134 | 0.3015 | 0.2498 |
Buy And Hold Return (%) | 10057.9157 | 10057.9157 | 10057.9157 | 10057.9157 | 10057.9157 | 10057.9157 |
Max Trade Drawdown | -110063 | -92615 | -102086 | -26409276 | -29527927 | -23298512 |
Profit Factor | 3.6334 | 5.9917 | 1.3801 | 1.941 | 2.2953 | 1.4999 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 77 | 40 | 37 | 77 | 40 | 37 |
Losing Trades | 71 | 34 | 37 | 71 | 34 | 37 |
Profitability (%) | 52.027 | 54.0541 | 50 | 52.027 | 54.0541 | 50 |
Ratio Avg Win / Avg Loss | 3.3503 | 5.0929 | 1.3801 | 1.7897 | 1.951 | 1.4999 |
Largest Winning Trade | 656187 | 656187 | 37881 | 57568538 | 57568538 | 25700320 |
Largest Losing Trade | -34687 | -34687 | -30053 | -17603700 | -17603700 | -14692223 |
Avg Bars in Trades | 90 | 83 | 96 | 90 | 83 | 96 |
Avg Bars in Winners | 124 | 108 | 141 | 124 | 108 | 141 |
Avg Bars in Losers | 53 | 54 | 51 | 53 | 54 | 51 |
Bars Traded | 13350 | 6206 | 7145 | 13350 | 6206 | 7145 |
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 | -145509 | -208568 | -347703 | 480519 | -50379 | -57955 |
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{ "first_band": { "type": "vwma", "factors": { "length": 148, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 56, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 148, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 56, "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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