Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 836195.2366 | 811164.6299 | 25030.6067 | 139659.5068 | -142363.1558 | 282022.6626 |
Total P&L (%) | 836.1952 | 811.1646 | 25.0306 | 139.6595 | -142.3632 | 282.0227 |
Avg Daily Profit (%) | 0.4522 | 0.4386 | 0.0135 | 0.0473 | 0 | 0.0725 |
Buy And Hold Return (%) | 46.0942 | 46.0942 | 46.0942 | 46.0942 | 46.0942 | 46.0942 |
Max Trade Drawdown | -156659 | -135611 | -78593 | -1435201 | -1417432 | -518211 |
Profit Factor | 2.8916 | 4.0315 | 1.1435 | 1.0514 | 0.9239 | 1.3336 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 23 | 12 | 11 | 23 | 12 | 11 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 37.7049 | 38.7097 | 36.6667 | 37.7049 | 38.7097 | 36.6667 |
Ratio Avg Win / Avg Loss | 4.7774 | 6.3832 | 1.9751 | 1.7371 | 1.4629 | 2.3035 |
Largest Winning Trade | 864716 | 864716 | 46105 | 733135 | 733135 | 374512 |
Largest Losing Trade | -38337 | -38337 | -24936 | -629514 | -629514 | -125836 |
Avg Bars in Trades | 86 | 79 | 94 | 86 | 79 | 94 |
Avg Bars in Winners | 119 | 97 | 142 | 119 | 97 | 142 |
Avg Bars in Losers | 67 | 67 | 66 | 67 | 67 | 66 |
Bars Traded | 5285 | 2453 | 2832 | 5285 | 2453 | 2832 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -155345 | 458329 | -407380 | -466798 | -583541 | -100557 |
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{ "first_band": { "type": "vwma", "factors": { "length": 195, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 133, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 195, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 133, "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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