Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1000394.8534 | 712269.9552 | 288124.8983 | 10949394.3759 | 3663010.0753 | 7286384.3006 |
Total P&L (%) | 1000.3949 | 712.27 | 288.1249 | 10949.3944 | 3663.0101 | 7286.3843 |
Avg Daily Profit (%) | 0.6762 | 0.4814 | 0.1947 | 0.3185 | 0.2455 | 0.2912 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59604 | -72553 | -48369 | -3429357 | -2284933 | -1729621 |
Profit Factor | 3.597 | 4.5393 | 2.5662 | 1.9726 | 1.626 | 2.3479 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 60 | 27 | 33 | 60 | 27 | 33 |
Losing Trades | 63 | 34 | 29 | 63 | 34 | 29 |
Profitability (%) | 48.7805 | 44.2623 | 53.2258 | 48.7805 | 44.2623 | 53.2258 |
Ratio Avg Win / Avg Loss | 3.7769 | 5.7161 | 2.2552 | 2.0713 | 2.0475 | 2.0633 |
Largest Winning Trade | 534970 | 534970 | 72493 | 4210959 | 2276123 | 4210959 |
Largest Losing Trade | -42558 | -22659 | -42558 | -1729621 | -1677910 | -1729621 |
Avg Bars in Trades | 46 | 37 | 56 | 46 | 37 | 56 |
Avg Bars in Winners | 70 | 58 | 80 | 70 | 58 | 80 |
Avg Bars in Losers | 24 | 20 | 29 | 24 | 20 | 29 |
Bars Traded | 5772 | 2278 | 3494 | 5772 | 2278 | 3494 |
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 | 674126 | -146011 | -141293 | 455406 | -152406 | -140473 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 129 } }, "second_band": { "type": "vwma", "factors": { "length": 76, "offset": 0 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 129 } }, "second_band": { "type": "vwma", "factors": { "length": 76, "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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