Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 6638859.5102 | 6792344.307 | -153484.7968 | -9573.4743 | 314105.6358 | -323679.1101 |
Total P&L (%) | 6638.8595 | 6792.3443 | -153.4848 | -9.5735 | 314.1056 | -323.6791 |
Avg Daily Profit (%) | 3.382 | 3.4602 | -0.0782 | -0.0051 | 0.0724 | 0 |
Buy And Hold Return (%) | 1208.7271 | 1208.7271 | 1208.7271 | 1208.7271 | 1208.7271 | 1208.7271 |
Max Trade Drawdown | -211028 | -127828 | -216396 | -728402 | -555339 | -382320 |
Profit Factor | 8.7282 | 13.895 | 0.5381 | 0.9948 | 1.2631 | 0.4952 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Profitability (%) | 41.2281 | 40.3509 | 42.1053 | 41.2281 | 40.3509 | 42.1053 |
Ratio Avg Win / Avg Loss | 12.4424 | 20.5404 | 0.7399 | 1.4181 | 1.8672 | 0.6809 |
Largest Winning Trade | 6860374 | 6860374 | 22966 | 757532 | 757532 | 58237 |
Largest Losing Trade | -48320 | -48320 | -36763 | -192598 | -192598 | -106061 |
Avg Bars in Trades | 99 | 165 | 32 | 99 | 165 | 32 |
Avg Bars in Winners | 126 | 220 | 36 | 126 | 220 | 36 |
Avg Bars in Losers | 80 | 129 | 30 | 80 | 129 | 30 |
Bars Traded | 11322 | 9453 | 1869 | 11322 | 9453 | 1869 |
Profit Streak | 0 | 0 | 425.9469 | 0 | 0 | 425.9469 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 713593 | -160724 | -762941 | -582219 | -444871 | -762941 |
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{ "first_band": { "type": "vwma", "factors": { "length": 158, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 205, "offset": 0, "std": 3.35674 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 158, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 205, "offset": 0, "std": 3.35674 } } }
# | 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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