Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 521275.3023 | 434120.1854 | 87155.117 | 463506.7258 | 425073.294 | 38433.4317 |
Total P&L (%) | 521.2753 | 434.1202 | 87.1551 | 463.5067 | 425.0733 | 38.4334 |
Avg Daily Profit (%) | 0.2265 | 0.1886 | 0.0379 | 0.0752 | 0.0721 | 0.0141 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122850 | -115859 | -86522 | -661175 | -505119 | -646251 |
Profit Factor | 1.7119 | 2.2519 | 1.2261 | 1.1436 | 1.266 | 1.0236 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 59 | 28 | 31 | 59 | 28 | 31 |
Losing Trades | 67 | 35 | 32 | 67 | 35 | 32 |
Profitability (%) | 46.8254 | 44.4444 | 49.2063 | 46.8254 | 44.4444 | 49.2063 |
Ratio Avg Win / Avg Loss | 1.9441 | 2.8149 | 1.2657 | 1.2987 | 1.5825 | 1.0566 |
Largest Winning Trade | 173477 | 173477 | 44867 | 473601 | 473601 | 168938 |
Largest Losing Trade | -36623 | -36623 | -35159 | -297817 | -201149 | -297817 |
Avg Bars in Trades | 51 | 50 | 53 | 51 | 50 | 53 |
Avg Bars in Winners | 69 | 62 | 76 | 69 | 62 | 76 |
Avg Bars in Losers | 36 | 40 | 31 | 36 | 40 | 31 |
Bars Traded | 6547 | 3166 | 3381 | 6547 | 3166 | 3381 |
Profit Streak | 18.5186 | 0 | 18.852 | 18.5186 | 0 | 18.852 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 402131 | -137308 | -289106 | -155498 | -244821 | -517339 |
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{ "first_band": { "type": "vwma", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 81, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 81, "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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