Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1456731.5303 | 1451605.045 | 5126.4853 | 463614.9779 | 547122.7601 | -83507.7821 |
Total P&L (%) | 1456.7315 | 1451.605 | 5.1265 | 463.615 | 547.1228 | -83.5078 |
Avg Daily Profit (%) | 0.7724 | 0.7697 | 0.0027 | 0.0917 | 0.0991 | -0.0955 |
Buy And Hold Return (%) | 340.819 | 340.819 | 340.819 | 340.819 | 340.819 | 340.819 |
Max Trade Drawdown | -125891 | -70826 | -101106 | -1792808 | -930664 | -1062605 |
Profit Factor | 3.2196 | 5.6899 | 1.0148 | 1.108 | 1.2886 | 0.9651 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 45.2381 | 42.8571 | 47.619 | 45.2381 | 42.8571 | 47.619 |
Ratio Avg Win / Avg Loss | 3.8974 | 7.5866 | 1.1163 | 1.3413 | 1.7181 | 1.0617 |
Largest Winning Trade | 1190784 | 1190784 | 58950 | 467109 | 407739 | 467109 |
Largest Losing Trade | -50381 | -34572 | -50381 | -493870 | -493870 | -457770 |
Avg Bars in Trades | 42 | 38 | 46 | 42 | 38 | 46 |
Avg Bars in Winners | 55 | 44 | 65 | 55 | 44 | 65 |
Avg Bars in Losers | 31 | 33 | 29 | 31 | 33 | 29 |
Bars Traded | 3569 | 1605 | 1964 | 3569 | 1605 | 1964 |
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 | 557210 | 593328 | -560108 | -227506 | -71437 | -579993 |
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{ "first_band": { "type": "vwma", "factors": { "length": 97, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 71, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 97, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 71, "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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