Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1858551.2408 | 1899552.7861 | -41001.5453 | 5861827.7742 | 16960853.6713 | -11099025.8971 |
Total P&L (%) | 1858.5512 | 1899.5528 | -41.0015 | 5861.8278 | 16960.8537 | -11099.0259 |
Avg Daily Profit (%) | 0.9994 | 1.0214 | -0.022 | 0.2201 | 0.2767 | 0 |
Buy And Hold Return (%) | 8058.1636 | 8058.1636 | 8058.1636 | 8058.1636 | 8058.1636 | 8058.1636 |
Max Trade Drawdown | -109198 | -40783 | -116701 | -15000625 | -5346727 | -13158453 |
Profit Factor | 5.0406 | 12.8853 | 0.8634 | 1.247 | 3.1061 | 0.2923 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Losing Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Profitability (%) | 53.4483 | 58.6207 | 48.2759 | 53.4483 | 58.6207 | 48.2759 |
Ratio Avg Win / Avg Loss | 4.3902 | 9.0955 | 0.9251 | 1.0861 | 2.1926 | 0.3131 |
Largest Winning Trade | 1287935 | 1287935 | 66431 | 10944716 | 10944716 | 1547630 |
Largest Losing Trade | -45072 | -27607 | -45072 | -4778879 | -3309892 | -4778879 |
Avg Bars in Trades | 119 | 122 | 116 | 119 | 122 | 116 |
Avg Bars in Winners | 164 | 174 | 152 | 164 | 174 | 152 |
Avg Bars in Losers | 67 | 49 | 82 | 67 | 49 | 82 |
Bars Traded | 6931 | 3554 | 3377 | 6931 | 3554 | 3377 |
Profit Streak | 0 | 222.8423 | 0 | 0 | 222.8423 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -323666 | -141472 | -581503 | -336861 | 390869 | -581503 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 170, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 39, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 170, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 39, "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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