Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 527702.8726 | 508931.9628 | 18770.9098 | 157709.4436 | 255017.7333 | -97308.2897 |
Total P&L (%) | 527.7029 | 508.932 | 18.7709 | 157.7094 | 255.0177 | -97.3083 |
Avg Daily Profit (%) | 0.3261 | 0.3145 | 0.0116 | 0.0585 | 0.0783 | -0.2232 |
Buy And Hold Return (%) | 22.4676 | 22.4676 | 22.4676 | 22.4676 | 22.4676 | 22.4676 |
Max Trade Drawdown | -154605 | -119710 | -202001 | -1370046 | -682882 | -989621 |
Profit Factor | 1.2732 | 1.5288 | 1.0194 | 1.023 | 1.07 | 0.9697 |
Total Trades | 616 | 308 | 308 | 616 | 308 | 308 |
Winning Trades | 297 | 144 | 153 | 297 | 144 | 153 |
Losing Trades | 319 | 164 | 155 | 319 | 164 | 155 |
Profitability (%) | 48.2143 | 46.7532 | 49.6753 | 48.2143 | 46.7532 | 49.6753 |
Ratio Avg Win / Avg Loss | 1.3675 | 1.7412 | 1.0327 | 1.0988 | 1.2186 | 0.9824 |
Largest Winning Trade | 111294 | 111294 | 51356 | 318141 | 318141 | 118057 |
Largest Losing Trade | -43709 | -43709 | -31188 | -200115 | -200115 | -127034 |
Avg Bars in Trades | 31 | 29 | 33 | 31 | 29 | 33 |
Avg Bars in Winners | 38 | 36 | 39 | 38 | 36 | 39 |
Avg Bars in Losers | 24 | 22 | 26 | 24 | 22 | 26 |
Bars Traded | 19215 | 8998 | 10217 | 19215 | 8998 | 10217 |
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 | 416149 | 420497 | -541412 | -307459 | -231778 | -579849 |
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{ "first_band": { "type": "vwma", "factors": { "length": 96, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 79, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 96, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 79, "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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