Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1155397.1959 | 1218931.3809 | -63534.185 | -6696.2685 | 130800.7971 | -137497.0656 |
Total P&L (%) | 1155.3972 | 1218.9314 | -63.5342 | -6.6963 | 130.8008 | -137.4971 |
Avg Daily Profit (%) | 0.6257 | 0.6601 | -0.0344 | -0.0038 | 0.0453 | 0 |
Buy And Hold Return (%) | 134.0426 | 134.0426 | 134.0426 | 134.0426 | 134.0426 | 134.0426 |
Max Trade Drawdown | -169025 | -145192 | -67742 | -805688 | -669143 | -281635 |
Profit Factor | 2.8187 | 4.2121 | 0.7516 | 0.9966 | 1.0983 | 0.7789 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Losing Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Profitability (%) | 41.3333 | 43.2432 | 39.4737 | 41.3333 | 43.2432 | 39.4737 |
Ratio Avg Win / Avg Loss | 4.0007 | 5.5283 | 1.1525 | 1.4145 | 1.4415 | 1.1943 |
Largest Winning Trade | 1184082 | 1184082 | 31697 | 799944 | 799944 | 89798 |
Largest Losing Trade | -61073 | -61073 | -32441 | -392508 | -392508 | -111575 |
Avg Bars in Trades | 141 | 242 | 43 | 141 | 242 | 43 |
Avg Bars in Winners | 236 | 408 | 53 | 236 | 408 | 53 |
Avg Bars in Losers | 74 | 116 | 36 | 74 | 116 | 36 |
Bars Traded | 10624 | 8988 | 1636 | 10624 | 8988 | 1636 |
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 | -47591 | 596356 | -583191 | -643759 | -413197 | -583191 |
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{ "first_band": { "type": "vwma", "factors": { "length": 222, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 198, "offset": 0, "std": 3.29876 } } }
# | 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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