Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -19419676.6591 | 182488.1856 | -19602164.8447 | 75937243.0403 | -17557112.6339 | 93494355.6742 |
Total P&L (%) | -19419.6767 | 182.4882 | -19602.1648 | 75937.243 | -17557.1126 | 93494.3557 |
Avg Daily Profit (%) | -8.5921 | 0.0807 | -8.6729 | 0.2939 | 0 | 0.3032 |
Buy And Hold Return (%) | 8872.332 | 8872.332 | 8872.332 | 8872.332 | 8872.332 | 8872.332 |
Max Trade Drawdown | -19589914 | -23731 | -19689920 | -157955245 | -52902039 | -145601298 |
Profit Factor | 0.0389 | 2.1163 | 0.022 | 1.2244 | 0.8561 | 1.432 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 41 | 19 | 22 | 35 | 19 | 16 |
Losing Trades | 34 | 19 | 15 | 40 | 19 | 21 |
Profitability (%) | 54.6667 | 50 | 59.4595 | 46.6667 | 50 | 43.2432 |
Ratio Avg Win / Avg Loss | 0.0323 | 2.1163 | 0.015 | 1.3993 | 0.8561 | 1.8795 |
Largest Winning Trade | 67249 | 67249 | 65688 | 120233551 | 29715208 | 120233551 |
Largest Losing Trade | -19554773 | -23731 | -19554773 | -35090480 | -23969303 | -35090480 |
Avg Bars in Trades | 173 | 122 | 225 | 173 | 122 | 225 |
Avg Bars in Winners | 168 | 140 | 192 | 154 | 102 | 217 |
Avg Bars in Losers | 179 | 104 | 273 | 189 | 142 | 232 |
Bars Traded | 12998 | 4646 | 8352 | 12998 | 4646 | 8352 |
Profit Streak | 124.6071 | 124.6071 | 246.1071 | 124.6071 | 124.6071 | 433.9404 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -640214 | -246325 | -578574 | -53152 | -580198 | 347612 |
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{ "first_band": { "type": "vwma", "factors": { "length": 180, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 98, "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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