Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 909051.5607 | 895549.4086 | 13502.152 | 688180.7818 | 889423.9391 | -201243.1573 |
Total P&L (%) | 909.0516 | 895.5494 | 13.5022 | 688.1808 | 889.4239 | -201.2432 |
Avg Daily Profit (%) | 0.4365 | 0.43 | 0.0065 | 0.0992 | 0.1101 | 0 |
Buy And Hold Return (%) | 280.2992 | 280.2992 | 280.2992 | 280.2992 | 280.2992 | 280.2992 |
Max Trade Drawdown | -211686 | -183178 | -33566 | -852379 | -582909 | -308346 |
Profit Factor | 2.8061 | 3.4129 | 1.1022 | 1.3794 | 1.7251 | 0.6573 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Losing Trades | 53 | 29 | 24 | 53 | 29 | 24 |
Profitability (%) | 43.0108 | 36.9565 | 48.9362 | 43.0108 | 36.9565 | 48.9362 |
Ratio Avg Win / Avg Loss | 3.7181 | 5.8219 | 1.1501 | 1.8277 | 2.9428 | 0.6859 |
Largest Winning Trade | 557100 | 557100 | 20563 | 752614 | 752614 | 69690 |
Largest Losing Trade | -45075 | -45075 | -32689 | -302286 | -157637 | -302286 |
Avg Bars in Trades | 263 | 496 | 35 | 263 | 496 | 35 |
Avg Bars in Winners | 336 | 747 | 32 | 336 | 747 | 32 |
Avg Bars in Losers | 208 | 348 | 38 | 208 | 348 | 38 |
Bars Traded | 24495 | 22820 | 1675 | 24495 | 22820 | 1675 |
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 | 361801 | 309377 | -458420 | -64788 | -50257 | -581110 |
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{ "first_band": { "type": "vwma", "factors": { "length": 222, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 116, "offset": 0, "std": 2.08889 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 222, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 116, "offset": 0, "std": 2.08889 } } }
# | 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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