Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1187925.8189 | 1140027.0552 | 47898.7637 | 841898.4337 | 741332.0995 | 100566.3343 |
Total P&L (%) | 1187.9258 | 1140.0271 | 47.8988 | 841.8984 | 741.3321 | 100.5663 |
Avg Daily Profit (%) | 0.6426 | 0.6167 | 0.0259 | 0.1214 | 0.1153 | 0.0377 |
Buy And Hold Return (%) | 153.9987 | 153.9987 | 153.9987 | 153.9987 | 153.9987 | 153.9987 |
Max Trade Drawdown | -119794 | -132332 | -32781 | -1797311 | -1388684 | -409958 |
Profit Factor | 3.9011 | 5.0873 | 1.3669 | 1.2082 | 1.2598 | 1.0845 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 41.2698 | 37.5 | 45.1613 | 41.2698 | 37.5 | 45.1613 |
Ratio Avg Win / Avg Loss | 5.5515 | 8.4788 | 1.6598 | 1.7194 | 2.0996 | 1.3169 |
Largest Winning Trade | 1086476 | 1086476 | 23998 | 1086476 | 1086476 | 216167 |
Largest Losing Trade | -36825 | -36825 | -22628 | -791913 | -791913 | -313695 |
Avg Bars in Trades | 114 | 194 | 31 | 114 | 194 | 31 |
Avg Bars in Winners | 155 | 291 | 38 | 155 | 291 | 38 |
Avg Bars in Losers | 85 | 135 | 26 | 85 | 135 | 26 |
Bars Traded | 7196 | 6213 | 983 | 7196 | 6213 | 983 |
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 | -135862 | 524342 | -324352 | -185582 | -44119 | -437830 |
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{ "first_band": { "type": "vwma", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 55, "offset": 0, "std": 1.49305 } } }
# | 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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