Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 387929.7728 | 386056.3319 | 1873.4409 | -19661.1412 | 105176.27 | -124837.4113 |
Total P&L (%) | 387.9298 | 386.0563 | 1.8734 | -19.6611 | 105.1763 | -124.8374 |
Avg Daily Profit (%) | 0.2087 | 0.2077 | 0.001 | -0.0118 | 0.0387 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -204371 | -186989 | -117379 | -794308 | -498919 | -422569 |
Profit Factor | 1.5539 | 2.0147 | 1.0059 | 0.9891 | 1.1198 | 0.8648 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Profitability (%) | 46.5116 | 46.5116 | 46.5116 | 46.5116 | 46.5116 | 46.5116 |
Ratio Avg Win / Avg Loss | 1.787 | 2.3169 | 1.1567 | 1.1375 | 1.2877 | 0.9946 |
Largest Winning Trade | 227784 | 227784 | 51884 | 227784 | 227784 | 177401 |
Largest Losing Trade | -44004 | -44004 | -30118 | -241508 | -145784 | -241508 |
Avg Bars in Trades | 125 | 198 | 52 | 125 | 198 | 52 |
Avg Bars in Winners | 177 | 298 | 56 | 177 | 298 | 56 |
Avg Bars in Losers | 79 | 110 | 48 | 79 | 110 | 48 |
Bars Traded | 10764 | 8517 | 2247 | 10764 | 8517 | 2247 |
Profit Streak | 0 | 113.7878 | 0 | 0 | 113.7878 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335354 | 416247 | -572630 | -580238 | -229979 | -582083 |
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{ "first_band": { "type": "vwma", "factors": { "length": 99, "offset": 91 } }, "second_band": { "type": "bbu", "factors": { "length": 62, "offset": 0, "std": 3.85356 } } }
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# | 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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