Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1798832.2759 | 1466539.5103 | 332292.7656 | 101121816.1898 | -22878692.6053 | 124000508.7951 |
Total P&L (%) | 1798.8323 | 1466.5395 | 332.2928 | 101121.8162 | -22878.6926 | 124000.5088 |
Avg Daily Profit (%) | 0.7524 | 0.6134 | 0.139 | 0.2899 | 0 | 0.2984 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134932 | -80613 | -97626 | -150343881 | -112652831 | -84094243 |
Profit Factor | 5.6483 | 8.0869 | 2.8456 | 1.3489 | 0.8708 | 2.0992 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 28 | 16 | 12 | 28 | 16 | 12 |
Profitability (%) | 50.8772 | 44.8276 | 57.1429 | 50.8772 | 44.8276 | 57.1429 |
Ratio Avg Win / Avg Loss | 5.4536 | 9.9531 | 2.1342 | 1.3024 | 1.0717 | 1.5744 |
Largest Winning Trade | 856649 | 856649 | 71653 | 66928923 | 47198638 | 66928923 |
Largest Losing Trade | -52241 | -32764 | -52241 | -58679623 | -58679623 | -49463036 |
Avg Bars in Trades | 118 | 85 | 153 | 118 | 85 | 153 |
Avg Bars in Winners | 177 | 128 | 218 | 177 | 128 | 218 |
Avg Bars in Losers | 57 | 50 | 67 | 57 | 50 | 67 |
Bars Traded | 6774 | 2475 | 4299 | 6774 | 2475 | 4299 |
Profit Streak | 0 | 0 | 324.0418 | 0 | 0 | 324.0418 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -158356 | 649193 | -21209 | -170197 | -581177 | -6292 |
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{ "first_band": { "type": "vwma", "factors": { "length": 114, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 47, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 114, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 47, "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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