Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 753550.1673 | 834696.3919 | -81146.2245 | -71605.9531 | 394377.6145 | -465983.5676 |
Total P&L (%) | 753.5502 | 834.6964 | -81.1462 | -71.606 | 394.3776 | -465.9836 |
Avg Daily Profit (%) | 0.4017 | 0.4449 | -0.0433 | -0.0671 | 0.0852 | 0 |
Buy And Hold Return (%) | 316.6784 | 316.6784 | 316.6784 | 316.6784 | 316.6784 | 316.6784 |
Max Trade Drawdown | -221729 | -150510 | -174567 | -840127 | -376373 | -420580 |
Profit Factor | 1.9333 | 3.0343 | 0.7957 | 0.9367 | 1.7503 | 0.2299 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Profitability (%) | 45.7447 | 42.5532 | 48.9362 | 45.7447 | 42.5532 | 48.9362 |
Ratio Avg Win / Avg Loss | 2.293 | 4.0962 | 0.8303 | 1.1109 | 2.3629 | 0.2399 |
Largest Winning Trade | 756717 | 756717 | 40918 | 756717 | 756717 | 20642 |
Largest Losing Trade | -67503 | -39894 | -67503 | -260407 | -260407 | -244223 |
Avg Bars in Trades | 35 | 35 | 35 | 35 | 35 | 35 |
Avg Bars in Winners | 41 | 38 | 43 | 41 | 38 | 43 |
Avg Bars in Losers | 30 | 33 | 27 | 30 | 33 | 27 |
Bars Traded | 3330 | 1653 | 1676 | 3330 | 1653 | 1676 |
Profit Streak | 106.1669 | 106.1669 | 138.1669 | 106.1669 | 106.1669 | 138.1669 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324888 | 368606 | -580149 | -579161 | -167553 | -580149 |
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{ "first_band": { "type": "vwma", "factors": { "length": 152, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 136, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 152, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 136, "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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