Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1765377.4376 | 1715045.6295 | 50331.8081 | 336141.2566 | -683712.0321 | 1019853.2888 |
Total P&L (%) | 1765.3774 | 1715.0456 | 50.3318 | 336.1413 | -683.712 | 1019.8533 |
Avg Daily Profit (%) | 0.9481 | 0.9211 | 0.027 | 0.0791 | 0 | 0.1298 |
Buy And Hold Return (%) | 39.1859 | 39.1859 | 39.1859 | 39.1859 | 39.1859 | 39.1859 |
Max Trade Drawdown | -139317 | -104213 | -72046 | -2315709 | -1877861 | -925213 |
Profit Factor | 3.189 | 4.7673 | 1.1433 | 1.0409 | 0.8553 | 1.2927 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 61 | 26 | 35 | 61 | 26 | 35 |
Losing Trades | 83 | 46 | 37 | 83 | 46 | 37 |
Profitability (%) | 42.3611 | 36.1111 | 48.6111 | 42.3611 | 36.1111 | 48.6111 |
Ratio Avg Win / Avg Loss | 4.3392 | 8.4345 | 1.2086 | 1.4164 | 1.5132 | 1.3666 |
Largest Winning Trade | 1590791 | 1590791 | 29870 | 841935 | 841935 | 485342 |
Largest Losing Trade | -53798 | -53798 | -30948 | -681355 | -469136 | -681355 |
Avg Bars in Trades | 75 | 104 | 47 | 75 | 104 | 47 |
Avg Bars in Winners | 95 | 155 | 51 | 95 | 155 | 51 |
Avg Bars in Losers | 61 | 75 | 43 | 61 | 75 | 43 |
Bars Traded | 10941 | 7539 | 3402 | 10941 | 7539 | 3402 |
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 | 604793 | -63963 | -376938 | -265374 | -662859 | -99248 |
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{ "first_band": { "type": "vwma", "factors": { "length": 147, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 34, "offset": 0, "std": 1.94214 } } }
# | 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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