Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2795492.4276 | 22876.725 | -2818369.1526 | 110877048.0946 | 12958570.9681 | 97918477.1265 |
Total P&L (%) | -2795.4924 | 22.8767 | -2818.3692 | 110877.0481 | 12958.571 | 97918.4771 |
Avg Daily Profit (%) | -1.2368 | 0.0101 | -1.2469 | 0.3107 | 0.2158 | 0.3052 |
Buy And Hold Return (%) | 9157.2302 | 9157.2302 | 9157.2302 | 9157.2302 | 9157.2302 | 9157.2302 |
Max Trade Drawdown | -2925782 | -69336 | -2895470 | -132963970 | -45747377 | -135042788 |
Profit Factor | 0.1467 | 1.1347 | 0.0927 | 1.4697 | 1.168 | 1.6161 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 42 | 17 | 25 | 44 | 19 | 25 |
Losing Trades | 37 | 23 | 14 | 35 | 21 | 14 |
Profitability (%) | 53.1646 | 42.5 | 64.1026 | 55.6962 | 47.5 | 64.1026 |
Ratio Avg Win / Avg Loss | 0.1293 | 1.5351 | 0.0519 | 1.1691 | 1.291 | 0.905 |
Largest Winning Trade | 56842 | 31541 | 56842 | 137159346 | 17375595 | 137159346 |
Largest Losing Trade | -1866648 | -26261 | -1866648 | -128659062 | -26213436 | -128659062 |
Avg Bars in Trades | 101 | 36 | 167 | 101 | 36 | 167 |
Avg Bars in Winners | 78 | 44 | 100 | 93 | 51 | 126 |
Avg Bars in Losers | 127 | 30 | 286 | 110 | 23 | 240 |
Bars Traded | 7992 | 1461 | 6531 | 7992 | 1461 | 6531 |
Profit Streak | 128.926 | 129.926 | 128.926 | 128.926 | 129.926 | 128.926 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -610294 | -418311 | -578361 | -19082 | -64137 | 418844 |
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{ "first_band": { "type": "vwma", "factors": { "length": 163, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 158, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 163, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 158, "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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