Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1916030.5808 | 1906507.0525 | 9523.5283 | 889931.1723 | -261699.2627 | 1151630.435 |
Total P&L (%) | 1916.0306 | 1906.5071 | 9.5235 | 889.9312 | -261.6993 | 1151.6304 |
Avg Daily Profit (%) | 1.0237 | 1.0186 | 0.0051 | 0.1226 | 0 | 0.1351 |
Buy And Hold Return (%) | 411.9059 | 411.9059 | 411.9059 | 411.9059 | 411.9059 | 411.9059 |
Max Trade Drawdown | -170531 | -183835 | -48438 | -13548517 | -13684480 | -1217070 |
Profit Factor | 4.0125 | 4.8 | 1.0709 | 1.0379 | 0.987 | 1.346 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 43 | 18 | 25 | 43 | 18 | 25 |
Losing Trades | 54 | 30 | 24 | 54 | 30 | 24 |
Profitability (%) | 44.3299 | 37.5 | 51.0204 | 44.3299 | 37.5 | 51.0204 |
Ratio Avg Win / Avg Loss | 5.039 | 8 | 1.0281 | 1.3034 | 1.645 | 1.2922 |
Largest Winning Trade | 1080746 | 1080746 | 17409 | 11947477 | 11947477 | 865453 |
Largest Losing Trade | -58660 | -58660 | -21322 | -4699286 | -4699286 | -578814 |
Avg Bars in Trades | 69 | 130 | 9 | 69 | 130 | 9 |
Avg Bars in Winners | 64 | 139 | 11 | 64 | 139 | 11 |
Avg Bars in Losers | 72 | 125 | 7 | 72 | 125 | 7 |
Bars Traded | 6725 | 6274 | 451 | 6725 | 6274 | 451 |
Profit Streak | 0 | 94.6655 | 0 | 0 | 94.6655 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 606286 | 544581 | -493826 | -215601 | -582213 | -14677 |
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{ "first_band": { "type": "vwma", "factors": { "length": 79, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 37, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 79, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 37, "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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