Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2658189.0809 | 2583642.842 | 74546.2389 | 31715387.9231 | 45437379.3419 | -13721991.4187 |
Total P&L (%) | 2658.1891 | 2583.6428 | 74.5462 | 31715.3879 | 45437.3793 | -13721.9914 |
Avg Daily Profit (%) | 1.4302 | 1.39 | 0.0401 | 0.3105 | 0.3299 | 0 |
Buy And Hold Return (%) | 7820.3075 | 7820.3075 | 7820.3075 | 7820.3075 | 7820.3075 | 7820.3075 |
Max Trade Drawdown | -76320 | -110150 | -57478 | -22497766 | -19971349 | -20745255 |
Profit Factor | 5.0502 | 8.0736 | 1.2561 | 1.2964 | 1.7771 | 0.7173 |
Total Trades | 175 | 87 | 88 | 175 | 87 | 88 |
Winning Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Losing Trades | 100 | 49 | 51 | 100 | 49 | 51 |
Profitability (%) | 42.8571 | 43.6782 | 42.0455 | 42.8571 | 43.6782 | 42.0455 |
Ratio Avg Win / Avg Loss | 6.7336 | 10.4107 | 1.7314 | 1.7285 | 2.2916 | 0.9888 |
Largest Winning Trade | 1800668 | 1800668 | 55640 | 27880404 | 27880404 | 6770510 |
Largest Losing Trade | -45459 | -45459 | -14783 | -8364927 | -8364927 | -5778589 |
Avg Bars in Trades | 61 | 86 | 35 | 61 | 86 | 35 |
Avg Bars in Winners | 102 | 151 | 53 | 102 | 151 | 53 |
Avg Bars in Losers | 29 | 36 | 23 | 29 | 36 | 23 |
Bars Traded | 10695 | 7539 | 3156 | 10695 | 7539 | 3156 |
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 | -146094 | -146351 | -307593 | 220358 | 322008 | -584190 |
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{ "first_band": { "type": "vwma", "factors": { "length": 214, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 14, "offset": 0, "std": 3.44646 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 214, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 14, "offset": 0, "std": 3.44646 } } }
# | 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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