Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1215614.8937 | 1179871.0941 | 35743.7996 | 14606872.3619 | 22149563.9505 | -7542691.5886 |
Total P&L (%) | 1215.6149 | 1179.8711 | 35.7438 | 14606.8724 | 22149.564 | -7542.6916 |
Avg Daily Profit (%) | 0.5381 | 0.5223 | 0.0158 | 0.2212 | 0.2395 | 0 |
Buy And Hold Return (%) | 9503.7277 | 9503.7277 | 9503.7277 | 9503.7277 | 9503.7277 | 9503.7277 |
Max Trade Drawdown | -134496 | -85290 | -176462 | -27537051 | -19532965 | -22848189 |
Profit Factor | 2.8784 | 6.1497 | 1.0855 | 1.2595 | 1.9587 | 0.7726 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Losing Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Profitability (%) | 47.2527 | 51.1111 | 43.4783 | 47.2527 | 51.1111 | 43.4783 |
Ratio Avg Win / Avg Loss | 3.2131 | 5.8823 | 1.4112 | 1.406 | 1.8735 | 1.0044 |
Largest Winning Trade | 476649 | 476649 | 44439 | 16081861 | 16081861 | 5728929 |
Largest Losing Trade | -73034 | -28430 | -73034 | -8282530 | -8282530 | -7473047 |
Avg Bars in Trades | 71 | 79 | 62 | 71 | 79 | 62 |
Avg Bars in Winners | 103 | 100 | 107 | 103 | 100 | 107 |
Avg Bars in Losers | 41 | 58 | 27 | 41 | 58 | 27 |
Bars Traded | 6466 | 3597 | 2869 | 6466 | 3597 | 2869 |
Profit Streak | 123.3282 | 125.6615 | 123.3282 | 123.3282 | 125.6615 | 123.3282 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -148794 | -145288 | -465463 | -1360 | 308892 | -580615 |
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{ "first_band": { "type": "vwma", "factors": { "length": 143, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 184, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 143, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 184, "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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