Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1607878.853 | 1690182.8342 | -82303.9812 | -65108.8385 | 1700474.214 | -1765583.0526 |
Total P&L (%) | 1607.8789 | 1690.1828 | -82.304 | -65.1088 | 1700.4742 | -1765.5831 |
Avg Daily Profit (%) | 0.8651 | 0.9094 | -0.0443 | -0.0566 | 0.1557 | 0 |
Buy And Hold Return (%) | 176.3796 | 176.3796 | 176.3796 | 176.3796 | 176.3796 | 176.3796 |
Max Trade Drawdown | -243385 | -159447 | -114997 | -3944545 | -2245908 | -1783516 |
Profit Factor | 2.7824 | 4.2409 | 0.7837 | 0.9901 | 1.4526 | 0.3763 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Losing Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Profitability (%) | 50.4854 | 50 | 50.9804 | 50.4854 | 50 | 50.9804 |
Ratio Avg Win / Avg Loss | 2.7289 | 4.2409 | 0.7536 | 0.9711 | 1.4526 | 0.3618 |
Largest Winning Trade | 1557810 | 1557810 | 39116 | 3739394 | 3739394 | 370708 |
Largest Losing Trade | -76874 | -68996 | -76874 | -2235205 | -2235205 | -761925 |
Avg Bars in Trades | 34 | 42 | 26 | 34 | 42 | 26 |
Avg Bars in Winners | 41 | 45 | 36 | 41 | 45 | 36 |
Avg Bars in Losers | 27 | 39 | 16 | 27 | 39 | 16 |
Bars Traded | 3564 | 2210 | 1355 | 3564 | 2210 | 1355 |
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 | 679310 | -159556 | -760428 | -580440 | -171380 | -760428 |
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{ "first_band": { "type": "vwma", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 78, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 78, "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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