Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 6475890.2712 | 6499131.1863 | -23240.9151 | 1197876.9139 | 705877.0723 | 491999.8416 |
Total P&L (%) | 6475.8903 | 6499.1312 | -23.2409 | 1197.8769 | 705.8771 | 491.9998 |
Avg Daily Profit (%) | 3.2973 | 3.3091 | -0.0118 | 0.1306 | 0.1063 | 0.0906 |
Buy And Hold Return (%) | 1545.2732 | 1545.2732 | 1545.2732 | 1545.2732 | 1545.2732 | 1545.2732 |
Max Trade Drawdown | -189347 | -63049 | -134729 | -1193592 | -725683 | -867342 |
Profit Factor | 15.0539 | 33.2868 | 0.9104 | 1.3373 | 1.4032 | 1.2733 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 43.1034 | 41.3793 | 44.8276 | 43.1034 | 41.3793 | 44.8276 |
Ratio Avg Win / Avg Loss | 19.8711 | 47.1563 | 1.1205 | 1.7653 | 1.9878 | 1.5671 |
Largest Winning Trade | 6513699 | 6513699 | 59570 | 712819 | 712819 | 607952 |
Largest Losing Trade | -52695 | -40839 | -52695 | -439032 | -439032 | -423607 |
Avg Bars in Trades | 97 | 91 | 104 | 97 | 91 | 104 |
Avg Bars in Winners | 155 | 150 | 160 | 155 | 150 | 160 |
Avg Bars in Losers | 53 | 49 | 58 | 53 | 49 | 58 |
Bars Traded | 5670 | 2640 | 3030 | 5670 | 2640 | 3030 |
Profit Streak | 0 | 0 | 594.1087 | 0 | 0 | 594.1087 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -160372 | 663315 | -580219 | -364792 | -218006 | -237876 |
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{ "first_band": { "type": "vwma", "factors": { "length": 156, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 34, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 156, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 34, "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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