Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 719139.4634 | 653987.754 | 65151.7094 | 1291265.3191 | 1392609.6055 | -101344.2865 |
Total P&L (%) | 719.1395 | 653.9878 | 65.1517 | 1291.2653 | 1392.6096 | -101.3443 |
Avg Daily Profit (%) | 0.2873 | 0.2612 | 0.026 | 0.1052 | 0.108 | 0 |
Buy And Hold Return (%) | 335.532 | 335.532 | 335.532 | 335.532 | 335.532 | 335.532 |
Max Trade Drawdown | -105512 | -76383 | -70935 | -3557294 | -2800478 | -2407822 |
Profit Factor | 2.4474 | 3.7036 | 1.2555 | 1.1352 | 1.2577 | 0.9756 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 54.0541 | 51.3514 | 56.7568 | 54.0541 | 51.3514 | 56.7568 |
Ratio Avg Win / Avg Loss | 2.0802 | 3.5087 | 0.9566 | 0.9649 | 1.1915 | 0.7433 |
Largest Winning Trade | 254716 | 254716 | 35882 | 2883806 | 2883806 | 1063300 |
Largest Losing Trade | -70935 | -48570 | -70935 | -2407822 | -2116508 | -2407822 |
Avg Bars in Trades | 97 | 75 | 119 | 97 | 75 | 119 |
Avg Bars in Winners | 123 | 94 | 148 | 123 | 94 | 148 |
Avg Bars in Losers | 67 | 55 | 81 | 67 | 55 | 81 |
Bars Traded | 7226 | 2794 | 4432 | 7226 | 2794 | 4432 |
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 | -60460 | 300886 | -324855 | -195944 | -50420 | -579896 |
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{ "first_band": { "type": "vwma", "factors": { "length": 140, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 45, "offset": 0, "std": 4.58308 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 140, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 45, "offset": 0, "std": 4.58308 } } }
# | 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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