Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1945106.6107 | 274065.9944 | -2219172.6051 | -2210294.9423 | 117610112.0967 | -119820407.039 |
Total P&L (%) | -1945.1066 | 274.066 | -2219.1726 | -2210.2949 | 117610.1121 | -119820.407 |
Avg Daily Profit (%) | -0.8561 | 0.1206 | -0.9767 | 0 | 0.3117 | 0 |
Buy And Hold Return (%) | 8307.21 | 8307.21 | 8307.21 | 8307.21 | 8307.21 | 8307.21 |
Max Trade Drawdown | -2226434 | -42197 | -2305473 | -205589536 | -22841916 | -246578899 |
Profit Factor | 0.3061 | 2.9283 | 0.166 | 0.9943 | 3.7528 | 0.6527 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 40 | 21 | 19 | 42 | 21 | 21 |
Losing Trades | 38 | 18 | 20 | 36 | 18 | 18 |
Profitability (%) | 51.2821 | 53.8462 | 48.7179 | 53.8462 | 53.8462 | 53.8462 |
Ratio Avg Win / Avg Loss | 0.2908 | 2.51 | 0.1748 | 0.8523 | 3.2167 | 0.5595 |
Largest Winning Trade | 65239 | 51318 | 65239 | 46063294 | 29291263 | 46063294 |
Largest Losing Trade | -1644646 | -20126 | -1644646 | -132795999 | -15569402 | -132795999 |
Avg Bars in Trades | 82 | 47 | 118 | 82 | 47 | 118 |
Avg Bars in Winners | 95 | 57 | 137 | 95 | 52 | 139 |
Avg Bars in Losers | 69 | 35 | 99 | 67 | 41 | 93 |
Bars Traded | 6449 | 1835 | 4614 | 6449 | 1835 | 4614 |
Profit Streak | 0 | 0 | 0 | 62.2388 | 63.9055 | 62.2388 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -619389 | -191635 | -581255 | -618082 | 610242 | -579699 |
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{ "first_band": { "type": "vwma", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 90, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 90, "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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