Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2036100.7109 | 1907470.1195 | 128630.5914 | 14168585.8672 | 13266839.4609 | 901746.4063 |
Total P&L (%) | 2036.1007 | 1907.4701 | 128.6306 | 14168.5859 | 13266.8395 | 901.7464 |
Avg Daily Profit (%) | 0.8143 | 0.7628 | 0.0514 | 0.1986 | 0.196 | 0.0922 |
Buy And Hold Return (%) | 420 | 420 | 420 | 420 | 420 | 420 |
Max Trade Drawdown | -82796 | -53209 | -76301 | -34307090 | -18374130 | -28746422 |
Profit Factor | 5.2827 | 10.1809 | 1.4806 | 1.1455 | 1.2846 | 1.0178 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Profitability (%) | 32.1429 | 28.5714 | 35.7143 | 32.1429 | 28.5714 | 35.7143 |
Ratio Avg Win / Avg Loss | 11.1523 | 25.4523 | 2.665 | 2.4182 | 3.2114 | 1.832 |
Largest Winning Trade | 1454463 | 1454463 | 59529 | 21558213 | 21558213 | 12406842 |
Largest Losing Trade | -35858 | -19047 | -35858 | -11419060 | -6150737 | -11419060 |
Avg Bars in Trades | 57 | 50 | 65 | 57 | 50 | 65 |
Avg Bars in Winners | 139 | 126 | 150 | 139 | 126 | 150 |
Avg Bars in Losers | 19 | 19 | 18 | 19 | 19 | 18 |
Bars Traded | 4858 | 2116 | 2742 | 4858 | 2116 | 2742 |
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 | 467715 | 201780 | -293208 | -58079 | -4926 | -280760 |
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{ "first_band": { "type": "vwma", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 6, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 6, "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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