Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 752094.1399 | 726874.9073 | 25219.2326 | -17486.3402 | 336977.6136 | -354463.9537 |
Total P&L (%) | 752.0941 | 726.8749 | 25.2192 | -17.4863 | 336.9776 | -354.464 |
Avg Daily Profit (%) | 0.4071 | 0.3934 | 0.0136 | -0.0104 | 0.0798 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171750 | -155577 | -90849 | -748958 | -371423 | -435350 |
Profit Factor | 2.1506 | 2.8845 | 1.0941 | 0.9851 | 1.5725 | 0.3958 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 42.6667 | 40.5405 | 44.7368 | 42.6667 | 40.5405 | 44.7368 |
Ratio Avg Win / Avg Loss | 2.8899 | 4.2305 | 1.3516 | 1.3238 | 2.3063 | 0.4889 |
Largest Winning Trade | 768498 | 768498 | 40405 | 695574 | 695574 | 32856 |
Largest Losing Trade | -58388 | -58388 | -44607 | -350655 | -254239 | -350655 |
Avg Bars in Trades | 68 | 83 | 53 | 68 | 83 | 53 |
Avg Bars in Winners | 101 | 133 | 72 | 101 | 133 | 72 |
Avg Bars in Losers | 43 | 49 | 38 | 43 | 49 | 38 |
Bars Traded | 5130 | 3092 | 2037 | 5130 | 3092 | 2037 |
Profit Streak | 155.1732 | 173.5065 | 155.1732 | 155.1732 | 173.5065 | 155.1732 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -49267 | 449763 | -296584 | -642276 | -86187 | -582235 |
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{ "first_band": { "type": "vwma", "factors": { "length": 165, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 27, "offset": 0, "std": 2.55344 } } }
# | 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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