Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 949097.6265 | 812181.1574 | 136916.4691 | 9055082.515 | 4190244.417 | 4864838.098 |
Total P&L (%) | 949.0976 | 812.1812 | 136.9165 | 9055.0825 | 4190.2444 | 4864.8381 |
Avg Daily Profit (%) | 0.5121 | 0.4382 | 0.0739 | 0.244 | 0.203 | 0.2109 |
Buy And Hold Return (%) | 121.6216 | 121.6216 | 121.6216 | 121.6216 | 121.6216 | 121.6216 |
Max Trade Drawdown | -66982 | -32654 | -86020 | -2971893 | -2544357 | -2705894 |
Profit Factor | 2.7045 | 4.2843 | 1.4423 | 1.61 | 1.5391 | 1.688 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 38 | 22 | 16 | 38 | 22 | 16 |
Losing Trades | 77 | 36 | 41 | 77 | 36 | 41 |
Profitability (%) | 33.0435 | 37.931 | 28.0702 | 33.0435 | 37.931 | 28.0702 |
Ratio Avg Win / Avg Loss | 5.4801 | 7.0106 | 3.696 | 3.2625 | 2.5185 | 4.3256 |
Largest Winning Trade | 373324 | 373324 | 73735 | 3648713 | 3030413 | 3648713 |
Largest Losing Trade | -23351 | -22879 | -23351 | -1547662 | -1547662 | -859990 |
Avg Bars in Trades | 94 | 87 | 101 | 94 | 87 | 101 |
Avg Bars in Winners | 226 | 179 | 291 | 226 | 179 | 291 |
Avg Bars in Losers | 28 | 31 | 26 | 28 | 31 | 26 |
Bars Traded | 10843 | 5086 | 5757 | 10843 | 5086 | 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 | 344744 | -167897 | -415509 | 186222 | -174306 | -185287 |
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{ "first_band": { "type": "vwma", "factors": { "length": 213, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 6, "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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