Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2379374.396 | 2316260.4445 | 63113.9515 | 34582059.6688 | 31811000.84 | 2771058.8288 |
Total P&L (%) | 2379.3744 | 2316.2604 | 63.114 | 34582.0597 | 31811.0008 | 2771.0588 |
Avg Daily Profit (%) | 1.0508 | 1.023 | 0.0279 | 0.2586 | 0.255 | 0.1484 |
Buy And Hold Return (%) | 10760.7218 | 10760.7218 | 10760.7218 | 10760.7218 | 10760.7218 | 10760.7218 |
Max Trade Drawdown | -115625 | -66552 | -98968 | -15221368 | -7834217 | -18470561 |
Profit Factor | 3.8498 | 8.0635 | 1.1245 | 1.3927 | 2.0092 | 1.049 |
Total Trades | 302 | 151 | 151 | 302 | 151 | 151 |
Winning Trades | 142 | 69 | 73 | 142 | 69 | 73 |
Losing Trades | 160 | 82 | 78 | 160 | 82 | 78 |
Profitability (%) | 47.0199 | 45.6954 | 48.3444 | 47.0199 | 45.6954 | 48.3444 |
Ratio Avg Win / Avg Loss | 4.3379 | 9.5827 | 1.2015 | 1.5693 | 2.3877 | 1.1209 |
Largest Winning Trade | 1581432 | 1581432 | 33787 | 17141993 | 17141993 | 7698384 |
Largest Losing Trade | -28421 | -17030 | -28421 | -3379935 | -3154449 | -3379935 |
Avg Bars in Trades | 28 | 28 | 29 | 28 | 28 | 29 |
Avg Bars in Winners | 40 | 47 | 32 | 40 | 47 | 32 |
Avg Bars in Losers | 19 | 12 | 25 | 19 | 12 | 25 |
Bars Traded | 8728 | 4331 | 4397 | 8728 | 4331 | 4397 |
Profit Streak | 0 | 14.0566 | 0 | 0 | 14.0566 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144744 | -144454 | -405140 | 290801 | 309988 | -327061 |
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{ "first_band": { "type": "vwma", "factors": { "length": 223, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 210, "offset": 0, "std": 3.88129 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 223, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 210, "offset": 0, "std": 3.88129 } } }
# | 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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