Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 721385.1012 | 602717.8657 | 118667.2355 | 155107.4691 | 89378.3188 | 65729.1503 |
Total P&L (%) | 721.3851 | 602.7179 | 118.6672 | 155.1075 | 89.3783 | 65.7292 |
Avg Daily Profit (%) | 0.4897 | 0.4092 | 0.0806 | 0.0636 | 0.0434 | 0.0343 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156777 | -175501 | -67910 | -357830 | -366223 | -250965 |
Profit Factor | 1.5771 | 1.9601 | 1.1907 | 1.0476 | 1.0552 | 1.0401 |
Total Trades | 322 | 161 | 161 | 322 | 161 | 161 |
Winning Trades | 104 | 43 | 61 | 104 | 43 | 61 |
Losing Trades | 218 | 118 | 100 | 218 | 118 | 100 |
Profitability (%) | 32.2981 | 26.7081 | 37.8882 | 32.2981 | 26.7081 | 37.8882 |
Ratio Avg Win / Avg Loss | 3.3058 | 5.3789 | 1.952 | 2.1959 | 2.8956 | 1.7051 |
Largest Winning Trade | 577441 | 577441 | 37260 | 295334 | 295334 | 113876 |
Largest Losing Trade | -21780 | -17237 | -21780 | -102792 | -65204 | -102792 |
Avg Bars in Trades | 9 | 7 | 10 | 9 | 7 | 10 |
Avg Bars in Winners | 18 | 16 | 20 | 18 | 16 | 20 |
Avg Bars in Losers | 4 | 4 | 4 | 4 | 4 | 4 |
Bars Traded | 2924 | 1175 | 1749 | 2924 | 1175 | 1749 |
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 | 305281 | -8172 | -99174 | -280007 | -315444 | -326819 |
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{ "first_band": { "type": "vwma", "factors": { "length": 15, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 15, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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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