Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2049792.6658 | 2032037.6165 | 17755.0493 | 563075.1286 | -1765582.3102 | 2328657.4388 |
Total P&L (%) | 2049.7927 | 2032.0376 | 17.755 | 563.0751 | -1765.5823 | 2328.6574 |
Avg Daily Profit (%) | 1.1388 | 1.1289 | 0.0099 | 0.1052 | 0 | 0.1774 |
Buy And Hold Return (%) | 379.4386 | 379.4386 | 379.4386 | 379.4386 | 379.4386 | 379.4386 |
Max Trade Drawdown | -242518 | -225663 | -70419 | -14834699 | -13087241 | -3729105 |
Profit Factor | 3.6874 | 5.6466 | 1.0546 | 1.0221 | 0.8882 | 1.2394 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 41 | 15 | 26 | 41 | 15 | 26 |
Losing Trades | 75 | 43 | 32 | 75 | 43 | 32 |
Profitability (%) | 35.3448 | 25.8621 | 44.8276 | 35.3448 | 25.8621 | 44.8276 |
Ratio Avg Win / Avg Loss | 6.7453 | 16.187 | 1.2979 | 1.8696 | 2.5463 | 1.5254 |
Largest Winning Trade | 1234088 | 1234088 | 46285 | 6446769 | 6446769 | 3595622 |
Largest Losing Trade | -37385 | -37385 | -33781 | -4380403 | -4380403 | -3001168 |
Avg Bars in Trades | 178 | 207 | 148 | 178 | 207 | 148 |
Avg Bars in Winners | 293 | 394 | 234 | 293 | 394 | 234 |
Avg Bars in Losers | 115 | 142 | 79 | 115 | 142 | 79 |
Bars Traded | 20686 | 12049 | 8637 | 20686 | 12049 | 8637 |
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 | 498096 | -185724 | -688010 | -267939 | -784348 | -173972 |
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{ "first_band": { "type": "vwma", "factors": { "length": 248, "offset": 129 } }, "second_band": { "type": "dcu", "factors": { "length": 65, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 248, "offset": 129 } }, "second_band": { "type": "dcu", "factors": { "length": 65, "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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