Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1172230.9185 | 979808.5372 | 192422.3813 | 4951836.9935 | 4260231.676 | 691605.3174 |
Total P&L (%) | 1172.2309 | 979.8085 | 192.4224 | 4951.837 | 4260.2317 | 691.6053 |
Avg Daily Profit (%) | 0.4908 | 0.4102 | 0.0806 | 0.1644 | 0.1582 | 0.0867 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132045 | -91679 | -109797 | -9772976 | -8153288 | -7896707 |
Profit Factor | 2.1933 | 2.9875 | 1.3932 | 1.1006 | 1.1738 | 1.028 |
Total Trades | 187 | 94 | 93 | 187 | 94 | 93 |
Winning Trades | 85 | 37 | 48 | 85 | 37 | 48 |
Losing Trades | 102 | 57 | 45 | 102 | 57 | 45 |
Profitability (%) | 45.4545 | 39.3617 | 51.6129 | 45.4545 | 39.3617 | 51.6129 |
Ratio Avg Win / Avg Loss | 2.6319 | 4.6024 | 1.3061 | 1.3207 | 1.8083 | 0.9637 |
Largest Winning Trade | 435890 | 435890 | 59570 | 7150405 | 7150405 | 3872357 |
Largest Losing Trade | -60513 | -51922 | -60513 | -4911534 | -4911534 | -4133924 |
Avg Bars in Trades | 74 | 68 | 80 | 74 | 68 | 80 |
Avg Bars in Winners | 99 | 99 | 99 | 99 | 99 | 99 |
Avg Bars in Losers | 53 | 48 | 59 | 53 | 48 | 59 |
Bars Traded | 13869 | 6427 | 7441 | 13869 | 6427 | 7441 |
Profit Streak | 55.825 | 55.825 | 82.1583 | 55.825 | 55.825 | 82.1583 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 553372 | 434949 | -83871 | -101443 | -24009 | -267382 |
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{ "first_band": { "type": "vwma", "factors": { "length": 210, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 159, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 210, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 159, "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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