Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1489391.7397 | 1470711.6487 | 18680.091 | 592757.8647 | 901383.3294 | -308625.4648 |
Total P&L (%) | 1489.3917 | 1470.7116 | 18.6801 | 592.7579 | 901.3833 | -308.6255 |
Avg Daily Profit (%) | 0.6557 | 0.6475 | 0.0082 | 0.0852 | 0.1015 | 0 |
Buy And Hold Return (%) | 463.6752 | 463.6752 | 463.6752 | 463.6752 | 463.6752 | 463.6752 |
Max Trade Drawdown | -104303 | -98539 | -136095 | -4680236 | -1496579 | -4287677 |
Profit Factor | 3.2052 | 5.655 | 1.052 | 1.0542 | 1.1914 | 0.9504 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Profitability (%) | 51.5464 | 48.9796 | 54.1667 | 51.5464 | 48.9796 | 54.1667 |
Ratio Avg Win / Avg Loss | 3.0129 | 5.8907 | 0.8901 | 0.991 | 1.241 | 0.8042 |
Largest Winning Trade | 1301160 | 1301160 | 36415 | 1817274 | 1817274 | 832422 |
Largest Losing Trade | -58778 | -41158 | -58778 | -1997479 | -591722 | -1997479 |
Avg Bars in Trades | 44 | 46 | 42 | 44 | 46 | 42 |
Avg Bars in Winners | 58 | 54 | 62 | 58 | 54 | 62 |
Avg Bars in Losers | 30 | 39 | 19 | 30 | 39 | 19 |
Bars Traded | 4338 | 2302 | 2036 | 4338 | 2302 | 2036 |
Profit Streak | 13.3365 | 15.3365 | 0 | 13.3365 | 15.3365 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 583176 | 628632 | -512017 | -319371 | -74047 | -580149 |
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{ "first_band": { "type": "vwma", "factors": { "length": 154, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 149, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 154, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 149, "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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