Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1603319.2164 | 126829.9893 | -1730149.2057 | 1419224.9744 | -8804997.2914 | 10224222.2658 |
Total P&L (%) | -1603.3192 | 126.83 | -1730.1492 | 1419.225 | -8804.9973 | 10224.2223 |
Avg Daily Profit (%) | -0.8168 | 0.0646 | -0.8814 | 0.1387 | 0 | 0.2365 |
Buy And Hold Return (%) | 1503.5503 | 1503.5503 | 1503.5503 | 1503.5503 | 1503.5503 | 1503.5503 |
Max Trade Drawdown | -1933784 | -76984 | -1907540 | -14010570 | -9637143 | -8410443 |
Profit Factor | 0.3112 | 1.5231 | 0.1703 | 1.0438 | 0.4078 | 1.5824 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 45 | 23 | 22 | 47 | 24 | 23 |
Losing Trades | 31 | 15 | 16 | 29 | 14 | 15 |
Profitability (%) | 59.2105 | 60.5263 | 57.8947 | 61.8421 | 63.1579 | 60.5263 |
Ratio Avg Win / Avg Loss | 0.2144 | 0.9933 | 0.1239 | 0.644 | 0.2379 | 1.032 |
Largest Winning Trade | 63163 | 52226 | 63163 | 22284350 | 2198990 | 22284350 |
Largest Losing Trade | -1486512 | -65368 | -1486512 | -8248975 | -8248975 | -7986756 |
Avg Bars in Trades | 151 | 146 | 155 | 151 | 146 | 155 |
Avg Bars in Winners | 93 | 93 | 92 | 97 | 91 | 103 |
Avg Bars in Losers | 235 | 229 | 241 | 237 | 241 | 233 |
Bars Traded | 11482 | 5585 | 5897 | 11482 | 5585 | 5897 |
Profit Streak | 430.6533 | 430.6533 | 551.82 | 430.6533 | 430.6533 | 551.82 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -631745 | -270694 | -578407 | -397903 | -578474 | 458578 |
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{ "first_band": { "type": "vwma", "factors": { "length": 65, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 94, "offset": 76 } } }
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# | 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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