Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 502141.6008 | 483496.5738 | 18645.027 | 245991.4308 | 235983.1705 | 10008.2603 |
Total P&L (%) | 502.1416 | 483.4966 | 18.645 | 245.9914 | 235.9832 | 10.0083 |
Avg Daily Profit (%) | 0.2674 | 0.2575 | 0.0099 | 0.0661 | 0.0646 | 0.0051 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146885 | -159073 | -69145 | -596955 | -705630 | -304197 |
Profit Factor | 1.9073 | 2.9627 | 1.0607 | 1.1219 | 1.2377 | 1.0098 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Losing Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Profitability (%) | 47.9452 | 54.0541 | 41.6667 | 47.9452 | 54.0541 | 41.6667 |
Ratio Avg Win / Avg Loss | 2.0708 | 2.5183 | 1.485 | 1.2181 | 1.052 | 1.4137 |
Largest Winning Trade | 265361 | 265361 | 57694 | 210480 | 178742 | 210480 |
Largest Losing Trade | -54198 | -35380 | -54198 | -214645 | -214645 | -154439 |
Avg Bars in Trades | 143 | 136 | 150 | 143 | 136 | 150 |
Avg Bars in Winners | 203 | 192 | 217 | 203 | 192 | 217 |
Avg Bars in Losers | 87 | 70 | 102 | 87 | 70 | 102 |
Bars Traded | 10466 | 5046 | 5420 | 10466 | 5046 | 5420 |
Profit Streak | 83.2502 | 219.5835 | 0 | 83.2502 | 219.5835 | 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 | -64283 | 549926 | -344345 | -267564 | -105520 | -564579 |
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{ "first_band": { "type": "vwma", "factors": { "length": 116, "offset": 104 } }, "second_band": { "type": "midpoint", "factors": { "length": 167, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 116, "offset": 104 } }, "second_band": { "type": "midpoint", "factors": { "length": 167, "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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