Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2183625.8209 | 2096345.065 | 87280.7559 | 51074127.5892 | 64008755.9541 | -12934628.365 |
Total P&L (%) | 2183.6258 | 2096.3451 | 87.2808 | 51074.1276 | 64008.756 | -12934.6284 |
Avg Daily Profit (%) | 0.9656 | 0.927 | 0.0386 | 0.2762 | 0.2862 | 0 |
Buy And Hold Return (%) | 10140.6639 | 10140.6639 | 10140.6639 | 10140.6639 | 10140.6639 | 10140.6639 |
Max Trade Drawdown | -99026 | -60537 | -57950 | -91438972 | -58692752 | -43026219 |
Profit Factor | 5.9796 | 11.0505 | 1.3796 | 1.2886 | 1.6379 | 0.8313 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Losing Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Profitability (%) | 48.8372 | 51.1628 | 46.5116 | 48.8372 | 51.1628 | 46.5116 |
Ratio Avg Win / Avg Loss | 6.2644 | 10.5482 | 1.5865 | 1.3499 | 1.5634 | 0.956 |
Largest Winning Trade | 1218183 | 1218183 | 50402 | 94049032 | 94049032 | 13853189 |
Largest Losing Trade | -36461 | -35591 | -36461 | -45610341 | -45610341 | -30094484 |
Avg Bars in Trades | 99 | 87 | 111 | 99 | 87 | 111 |
Avg Bars in Winners | 139 | 112 | 168 | 139 | 112 | 168 |
Avg Bars in Losers | 62 | 62 | 62 | 62 | 62 | 62 |
Bars Traded | 8590 | 3781 | 4809 | 8590 | 3781 | 4809 |
Profit Streak | 0 | 222.361 | 0 | 0 | 222.361 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144177 | -142390 | -306749 | 258176 | 468009 | -582083 |
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{ "first_band": { "type": "vwma", "factors": { "length": 170, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 77, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 170, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 77, "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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