Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 375359.9379 | 420243.0635 | -44883.1255 | -21526254.3785 | 5192292.2286 | -26718546.6071 |
Total P&L (%) | 375.3599 | 420.2431 | -44.8831 | -21526.2544 | 5192.2922 | -26718.5466 |
Avg Daily Profit (%) | 0.1501 | 0.1681 | -0.018 | 0 | 0.1588 | 0 |
Buy And Hold Return (%) | 888.9619 | 888.9619 | 888.9619 | 888.9619 | 888.9619 | 888.9619 |
Max Trade Drawdown | -257141 | -68353 | -257141 | -33026242 | -1761290 | -31264951 |
Profit Factor | 1.8873 | 6.1826 | 0.8687 | 0.3646 | 3.2729 | 0.1542 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 46 | 22 | 24 | 43 | 20 | 23 |
Losing Trades | 12 | 7 | 5 | 15 | 9 | 6 |
Profitability (%) | 79.3103 | 75.8621 | 82.7586 | 74.1379 | 68.9655 | 79.3103 |
Ratio Avg Win / Avg Loss | 0.4923 | 1.9672 | 0.181 | 0.1272 | 1.4728 | 0.0402 |
Largest Winning Trade | 91669 | 91669 | 38029 | 2414594 | 2414594 | 1396999 |
Largest Losing Trade | -257141 | -39355 | -257141 | -29828394 | -1406644 | -29828394 |
Avg Bars in Trades | 78 | 77 | 79 | 78 | 77 | 79 |
Avg Bars in Winners | 58 | 61 | 54 | 56 | 58 | 55 |
Avg Bars in Losers | 156 | 126 | 198 | 140 | 120 | 169 |
Bars Traded | 4553 | 2251 | 2302 | 4553 | 2251 | 2302 |
Profit Streak | 185.5577 | 530.5577 | 185.5577 | 0 | 0 | 0 |
Trades During Streak | 3 | 7 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -332120 | -145200 | -576089 | -757148 | 520640 | -577033 |
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{ "first_band": { "type": "vwma", "factors": { "length": 9, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 31, "offset": 177 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 9, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 31, "offset": 177 } } }
# | 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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