Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 701615.2332 | 564835.314 | 136779.9192 | 1884380.589 | 657434.3328 | 1226946.2561 |
Total P&L (%) | 701.6152 | 564.8353 | 136.7799 | 1884.3806 | 657.4343 | 1226.9463 |
Avg Daily Profit (%) | 0.3766 | 0.3032 | 0.0734 | 0.1605 | 0.1087 | 0.1389 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76832 | -52950 | -72164 | -440071 | -401884 | -182219 |
Profit Factor | 2.8869 | 4.0557 | 1.7314 | 1.7144 | 1.4288 | 2.1106 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Losing Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Profitability (%) | 44.2857 | 37.1429 | 51.4286 | 44.2857 | 37.1429 | 51.4286 |
Ratio Avg Win / Avg Loss | 3.6318 | 6.8636 | 1.6353 | 2.1568 | 2.418 | 1.9933 |
Largest Winning Trade | 415912 | 415912 | 58464 | 678707 | 678707 | 605874 |
Largest Losing Trade | -27567 | -27567 | -23589 | -196293 | -196293 | -174705 |
Avg Bars in Trades | 101 | 80 | 122 | 101 | 80 | 122 |
Avg Bars in Winners | 190 | 155 | 215 | 190 | 155 | 215 |
Avg Bars in Losers | 31 | 36 | 25 | 31 | 36 | 25 |
Bars Traded | 7114 | 2814 | 4300 | 7114 | 2814 | 4300 |
Profit Streak | 46.4102 | 56.6602 | 46.4102 | 46.4102 | 56.6602 | 46.4102 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -84952 | 416659 | -90898 | -89062 | -49866 | -2474 |
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{ "first_band": { "type": "vwma", "factors": { "length": 155, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 15, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 155, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 15, "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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