Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1834292.9346 | 1758568.6915 | 75724.2431 | 4015447.7759 | 844877.5113 | 3170570.2646 |
Total P&L (%) | 1834.2929 | 1758.5687 | 75.7242 | 4015.4478 | 844.8775 | 3170.5703 |
Avg Daily Profit (%) | 0.7734 | 0.7415 | 0.0319 | 0.1569 | 0.0947 | 0.1472 |
Buy And Hold Return (%) | 479.4971 | 479.4971 | 479.4971 | 479.4971 | 479.4971 | 479.4971 |
Max Trade Drawdown | -106753 | -136772 | -48060 | -5486113 | -5687542 | -1981084 |
Profit Factor | 4.7442 | 7.5561 | 1.3416 | 1.2368 | 1.0816 | 1.4801 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 37.8788 | 36.3636 | 39.3939 | 37.8788 | 36.3636 | 39.3939 |
Ratio Avg Win / Avg Loss | 7.7805 | 13.2232 | 2.064 | 2.0284 | 1.8928 | 2.2771 |
Largest Winning Trade | 1463643 | 1463643 | 59249 | 4129743 | 4129743 | 3456567 |
Largest Losing Trade | -48060 | -30837 | -48060 | -1935949 | -1919486 | -1935949 |
Avg Bars in Trades | 103 | 82 | 124 | 103 | 82 | 124 |
Avg Bars in Winners | 162 | 141 | 181 | 162 | 141 | 181 |
Avg Bars in Losers | 67 | 49 | 87 | 67 | 49 | 87 |
Bars Traded | 6832 | 2728 | 4104 | 6832 | 2728 | 4104 |
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 | -115322 | 480548 | -318712 | -125013 | -209515 | 61565 |
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{ "first_band": { "type": "vwma", "factors": { "length": 154, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 29, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 154, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 29, "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) |
---|