Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1745578.7808 | 1765527.3335 | -19948.5526 | 352074.9039 | 442491.3412 | -90416.4374 |
Total P&L (%) | 1745.5788 | 1765.5273 | -19.9486 | 352.0749 | 442.4913 | -90.4164 |
Avg Daily Profit (%) | 0.6976 | 0.7056 | -0.008 | 0.0603 | 0.0676 | -0.0937 |
Buy And Hold Return (%) | 405.801 | 405.801 | 405.801 | 405.801 | 405.801 | 405.801 |
Max Trade Drawdown | -168742 | -86663 | -122479 | -1307616 | -827997 | -778936 |
Profit Factor | 2.8662 | 4.7083 | 0.9566 | 1.0728 | 1.1662 | 0.9584 |
Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Winning Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Losing Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Profitability (%) | 40.6015 | 39.3939 | 41.791 | 40.6015 | 39.3939 | 41.791 |
Ratio Avg Win / Avg Loss | 4.1932 | 7.2435 | 1.3324 | 1.5694 | 1.7941 | 1.335 |
Largest Winning Trade | 1380232 | 1380232 | 55772 | 705762 | 705762 | 187870 |
Largest Losing Trade | -51066 | -45396 | -51066 | -322597 | -322597 | -239452 |
Avg Bars in Trades | 110 | 135 | 85 | 110 | 135 | 85 |
Avg Bars in Winners | 185 | 245 | 128 | 185 | 245 | 128 |
Avg Bars in Losers | 59 | 64 | 55 | 59 | 64 | 55 |
Bars Traded | 14712 | 8955 | 5757 | 14712 | 8955 | 5757 |
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 | 450206 | -110553 | -699261 | -420850 | -405542 | -699261 |
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{ "first_band": { "type": "vwma", "factors": { "length": 235, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 212, "offset": 0, "std": 1.85938 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 235, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 212, "offset": 0, "std": 1.85938 } } }
# | 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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