Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 836870.7774 | 922150.9447 | -85280.1673 | -18246.8405 | 3863920.7882 | -3882167.6286 |
Total P&L (%) | 836.8708 | 922.1509 | -85.2802 | -18.2468 | 3863.9208 | -3882.1676 |
Avg Daily Profit (%) | 0.4608 | 0.5078 | -0.047 | -0.0111 | 0.2028 | 0 |
Buy And Hold Return (%) | 692.343 | 692.343 | 692.343 | 692.343 | 692.343 | 692.343 |
Max Trade Drawdown | -264093 | -136689 | -171736 | -4928028 | -598927 | -4467628 |
Profit Factor | 2.2049 | 4.7088 | 0.8087 | 0.9969 | 6.0442 | 0.2345 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 45.3333 | 45.9459 | 44.7368 | 45.3333 | 45.9459 | 44.7368 |
Ratio Avg Win / Avg Loss | 2.6589 | 5.5398 | 0.999 | 1.2021 | 7.1108 | 0.2896 |
Largest Winning Trade | 659120 | 659120 | 57575 | 3463280 | 3463280 | 518135 |
Largest Losing Trade | -80044 | -46251 | -80044 | -3990400 | -279772 | -3990400 |
Avg Bars in Trades | 70 | 83 | 56 | 70 | 83 | 56 |
Avg Bars in Winners | 79 | 84 | 73 | 79 | 84 | 73 |
Avg Bars in Losers | 62 | 83 | 42 | 62 | 83 | 42 |
Bars Traded | 5256 | 3107 | 2149 | 5256 | 3107 | 2149 |
Profit Streak | 0 | 85.6678 | 0 | 0 | 85.6678 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149462 | -45274 | -582811 | -642203 | 526726 | -582811 |
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{ "first_band": { "type": "vwma", "factors": { "length": 136, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 175, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 136, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 175, "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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