Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 15089633.9171 | 15043240.4591 | 46393.458 | 15211712.421 | 15257386.7926 | -45674.3716 |
Total P&L (%) | 15089.6339 | 15043.2405 | 46.3935 | 15211.7124 | 15257.3868 | -45.6744 |
Avg Daily Profit (%) | 6.646 | 6.6255 | 0.0204 | 0.2218 | 0.222 | -0.0269 |
Buy And Hold Return (%) | 9033.3078 | 9033.3078 | 9033.3078 | 9033.3078 | 9033.3078 | 9033.3078 |
Max Trade Drawdown | -147540 | -126944 | -43788 | -22866466 | -20539451 | -9178094 |
Profit Factor | 32.4673 | 47.1785 | 1.3017 | 1.2407 | 1.3595 | 0.9978 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 45.5882 | 41.1765 | 50 | 45.5882 | 41.1765 | 50 |
Ratio Avg Win / Avg Loss | 38.7513 | 67.3979 | 1.3017 | 1.4808 | 1.9421 | 0.9978 |
Largest Winning Trade | 14842304 | 14842304 | 37918 | 22992136 | 22992136 | 3849938 |
Largest Losing Trade | -32875 | -32875 | -26039 | -9360586 | -9360586 | -5709477 |
Avg Bars in Trades | 126 | 228 | 24 | 126 | 228 | 24 |
Avg Bars in Winners | 157 | 312 | 30 | 157 | 312 | 30 |
Avg Bars in Losers | 100 | 169 | 19 | 100 | 169 | 19 |
Bars Traded | 8606 | 7769 | 837 | 8606 | 7769 | 837 |
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 | -100107 | 428517 | -330985 | -116543 | -2626 | -580517 |
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{ "first_band": { "type": "vwma", "factors": { "length": 151, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 230, "offset": 0, "std": 2.74436 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 151, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 230, "offset": 0, "std": 2.74436 } } }
# | 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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