Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1725386.9814 | 1676406.9485 | 48980.0329 | 37758867.8021 | 39033256.9923 | -1274389.1903 |
Total P&L (%) | 1725.387 | 1676.4069 | 48.98 | 37758.8678 | 39033.257 | -1274.3892 |
Avg Daily Profit (%) | 0.9166 | 0.8906 | 0.026 | 0.3159 | 0.3176 | 0 |
Buy And Hold Return (%) | 7437.1997 | 7437.1997 | 7437.1997 | 7437.1997 | 7437.1997 | 7437.1997 |
Max Trade Drawdown | -98932 | -86217 | -59216 | -8009379 | -4809248 | -8216205 |
Profit Factor | 5.8544 | 12.4747 | 1.234 | 2.1115 | 4.0804 | 0.9402 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Losing Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Profitability (%) | 52.2388 | 55.8824 | 48.4848 | 52.2388 | 55.8824 | 48.4848 |
Ratio Avg Win / Avg Loss | 5.3526 | 9.8484 | 1.3111 | 1.9305 | 3.2213 | 0.9989 |
Largest Winning Trade | 842115 | 842115 | 61765 | 12591175 | 12591175 | 8262901 |
Largest Losing Trade | -57975 | -57975 | -38573 | -7574538 | -3552632 | -7574538 |
Avg Bars in Trades | 159 | 164 | 154 | 159 | 164 | 154 |
Avg Bars in Winners | 224 | 247 | 198 | 224 | 247 | 198 |
Avg Bars in Losers | 87 | 58 | 113 | 87 | 58 | 113 |
Bars Traded | 10681 | 5582 | 5099 | 10681 | 5582 | 5099 |
Profit Streak | 52.8201 | 244.4868 | 0 | 52.8201 | 244.4868 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -264235 | -141906 | -324823 | -108384 | 615414 | -581392 |
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{ "first_band": { "type": "vwma", "factors": { "length": 213, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 236, "offset": 0, "std": 2.39253 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 213, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 236, "offset": 0, "std": 2.39253 } } }
# | 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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