Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1680582.6825 | -37412.7784 | -1643169.9042 | 456191.4775 | -10715293.9925 | 11171485.47 |
Total P&L (%) | -1680.5827 | -37.4128 | -1643.1699 | 456.1915 | -10715.294 | 11171.4855 |
Avg Daily Profit (%) | -0.744 | -0.0166 | -0.7274 | 0.076 | 0 | 0.2094 |
Buy And Hold Return (%) | 317.134 | 317.134 | 317.134 | 317.134 | 317.134 | 317.134 |
Max Trade Drawdown | -1846595 | -163750 | -1744180 | -14121637 | -10871262 | -3730003 |
Profit Factor | 0.2192 | 0.8763 | 0.1117 | 1.025 | 0.1562 | 3.0211 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 40 | 21 | 19 | 36 | 17 | 19 |
Losing Trades | 29 | 13 | 16 | 33 | 17 | 16 |
Profitability (%) | 57.971 | 61.7647 | 54.2857 | 52.1739 | 50 | 54.2857 |
Ratio Avg Win / Avg Loss | 0.1589 | 0.5425 | 0.0941 | 0.9396 | 0.1562 | 2.5441 |
Largest Winning Trade | 36634 | 36634 | 35957 | 15604037 | 558525 | 15604037 |
Largest Losing Trade | -1249558 | -65770 | -1249558 | -5096224 | -5096224 | -1777862 |
Avg Bars in Trades | 89 | 93 | 85 | 89 | 93 | 85 |
Avg Bars in Winners | 44 | 41 | 47 | 54 | 40 | 66 |
Avg Bars in Losers | 151 | 178 | 129 | 127 | 146 | 107 |
Bars Traded | 6163 | 3183 | 2980 | 6163 | 3183 | 2980 |
Profit Streak | 78.2701 | 78.2701 | 279.9367 | 78.2701 | 78.2701 | 279.9367 |
Trades During Streak | 5 | 2 | 5 | 5 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -684280 | -578306 | -578839 | -419763 | -579831 | 569787 |
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{ "first_band": { "type": "vwma", "factors": { "length": 30, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 116, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 30, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 116, "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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