Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 645664.1714 | 534357.6513 | 111306.5201 | 2768336.8404 | 2569245.7122 | 199091.1282 |
Total P&L (%) | 645.6642 | 534.3577 | 111.3065 | 2768.3368 | 2569.2457 | 199.0911 |
Avg Daily Profit (%) | 0.3435 | 0.2843 | 0.0592 | 0.1787 | 0.1749 | 0.0583 |
Buy And Hold Return (%) | 190.4895 | 190.4895 | 190.4895 | 190.4895 | 190.4895 | 190.4895 |
Max Trade Drawdown | -64159 | -58545 | -43900 | -1297290 | -1658564 | -1405787 |
Profit Factor | 2.7531 | 4.1313 | 1.5632 | 1.3786 | 1.7534 | 1.051 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 49.3151 | 47.2222 | 51.3514 | 49.3151 | 47.2222 | 51.3514 |
Ratio Avg Win / Avg Loss | 2.8296 | 4.6173 | 1.4809 | 1.4169 | 1.9596 | 0.9957 |
Largest Winning Trade | 311849 | 311849 | 44729 | 1091724 | 1091724 | 888950 |
Largest Losing Trade | -43794 | -23353 | -43794 | -787477 | -508521 | -787477 |
Avg Bars in Trades | 100 | 136 | 65 | 100 | 136 | 65 |
Avg Bars in Winners | 128 | 179 | 83 | 128 | 179 | 83 |
Avg Bars in Losers | 73 | 98 | 47 | 73 | 98 | 47 |
Bars Traded | 7344 | 4919 | 2425 | 7344 | 4919 | 2425 |
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 | -64791 | 415773 | -277760 | -68123 | 362335 | -432672 |
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{ "first_band": { "type": "vwma", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 41, "offset": 0, "std": 1.13081 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 41, "offset": 0, "std": 1.13081 } } }
# | 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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