Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 6484196.7695 | 6509976.3476 | -25779.5781 | 1143221.2402 | 387145.3206 | 756075.9196 |
Total P&L (%) | 6484.1968 | 6509.9763 | -25.7796 | 1143.2212 | 387.1453 | 756.0759 |
Avg Daily Profit (%) | 3.3015 | 3.3147 | -0.0131 | 0.1284 | 0.0807 | 0.1094 |
Buy And Hold Return (%) | 2003.1042 | 2003.1042 | 2003.1042 | 2003.1042 | 2003.1042 | 2003.1042 |
Max Trade Drawdown | -242388 | -96445 | -169520 | -544561 | -602916 | -331450 |
Profit Factor | 13.5999 | 26.694 | 0.9013 | 1.6344 | 1.3259 | 2.2309 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 21 | 9 | 12 | 21 | 9 | 12 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 35 | 30 | 40 | 35 | 30 | 40 |
Ratio Avg Win / Avg Loss | 25.2569 | 62.2861 | 1.352 | 3.0354 | 3.0939 | 3.3464 |
Largest Winning Trade | 6492836 | 6492836 | 60800 | 369890 | 369890 | 345903 |
Largest Losing Trade | -60190 | -60190 | -39026 | -476466 | -476466 | -158649 |
Avg Bars in Trades | 94 | 93 | 96 | 94 | 93 | 96 |
Avg Bars in Winners | 171 | 189 | 158 | 171 | 189 | 158 |
Avg Bars in Losers | 53 | 52 | 54 | 53 | 52 | 54 |
Bars Traded | 5699 | 2810 | 2889 | 5699 | 2810 | 2889 |
Profit Streak | 0 | 0 | 713.6952 | 0 | 0 | 713.6952 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -158645 | 473863 | -581716 | -363474 | -257518 | -210677 |
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{ "first_band": { "type": "bbm", "factors": { "length": 117, "offset": 0, "std": 1.66261 } }, "second_band": { "type": "vwma", "factors": { "length": 31, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 117, "offset": 0, "std": 1.66261 } }, "second_band": { "type": "vwma", "factors": { "length": 31, "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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