Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1121978.5798 | 1055105.3783 | 66873.2015 | 560555.1508 | 128793.2112 | 431761.9396 |
Total P&L (%) | 1121.9786 | 1055.1054 | 66.8732 | 560.5552 | 128.7932 | 431.7619 |
Avg Daily Profit (%) | 0.4758 | 0.4475 | 0.0284 | 0.0801 | 0.0351 | 0.0709 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131045 | -54680 | -101445 | -412408 | -231006 | -182649 |
Profit Factor | 3.6214 | 6.898 | 1.2684 | 1.4097 | 1.2082 | 1.5758 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Losing Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Profitability (%) | 49.1228 | 51.7241 | 46.4286 | 49.1228 | 51.7241 | 46.4286 |
Ratio Avg Win / Avg Loss | 3.7507 | 6.4382 | 1.4636 | 1.46 | 1.1277 | 1.8183 |
Largest Winning Trade | 1026282 | 1026282 | 62597 | 392660 | 251738 | 392660 |
Largest Losing Trade | -49816 | -26596 | -49816 | -182649 | -174779 | -182649 |
Avg Bars in Trades | 73 | 55 | 92 | 73 | 55 | 92 |
Avg Bars in Winners | 109 | 73 | 150 | 109 | 73 | 150 |
Avg Bars in Losers | 38 | 35 | 41 | 38 | 35 | 41 |
Bars Traded | 4186 | 1597 | 2589 | 4186 | 1597 | 2589 |
Profit Streak | 56.8495 | 56.8495 | 71.8495 | 56.8495 | 56.8495 | 71.8495 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -161681 | 698787 | -177196 | -263701 | -145745 | -117290 |
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{ "first_band": { "type": "vwma", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 25, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 25, "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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