Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 841833.364 | 767815.1613 | 74018.2027 | 1306737.2916 | 1386734.6532 | -79997.3616 |
Total P&L (%) | 841.8334 | 767.8152 | 74.0182 | 1306.7373 | 1386.7347 | -79.9974 |
Avg Daily Profit (%) | 0.4579 | 0.4177 | 0.0403 | 0.1439 | 0.1469 | -0.0875 |
Buy And Hold Return (%) | 161.9817 | 161.9817 | 161.9817 | 161.9817 | 161.9817 | 161.9817 |
Max Trade Drawdown | -95700 | -67342 | -60065 | -543881 | -338330 | -505499 |
Profit Factor | 2.8498 | 4.5137 | 1.3129 | 1.4282 | 2.0967 | 0.9552 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Losing Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Profitability (%) | 41.7722 | 45 | 38.4615 | 41.7722 | 45 | 38.4615 |
Ratio Avg Win / Avg Loss | 3.9724 | 5.5167 | 2.1006 | 1.9908 | 2.5627 | 1.5284 |
Largest Winning Trade | 637989 | 637989 | 59571 | 612912 | 596866 | 612912 |
Largest Losing Trade | -37859 | -18573 | -37859 | -360541 | -212950 | -360541 |
Avg Bars in Trades | 132 | 130 | 135 | 132 | 130 | 135 |
Avg Bars in Winners | 230 | 193 | 275 | 230 | 193 | 275 |
Avg Bars in Losers | 62 | 78 | 48 | 62 | 78 | 48 |
Bars Traded | 10506 | 5216 | 5290 | 10506 | 5216 | 5290 |
Profit Streak | 82.1025 | 93.4358 | 0 | 82.1025 | 93.4358 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -19438 | 533343 | -308091 | -32434 | 235928 | -582466 |
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{ "first_band": { "type": "vwma", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 66, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 66, "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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