Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2391520.2978 | 2291658.3827 | 99861.9152 | 5675266.3185 | 17754733.6363 | -12079467.3178 |
Total P&L (%) | 2391.5203 | 2291.6584 | 99.8619 | 5675.2663 | 17754.7336 | -12079.4673 |
Avg Daily Profit (%) | 1.0787 | 1.0337 | 0.045 | 0.1831 | 0.2341 | 0 |
Buy And Hold Return (%) | 697.207 | 697.207 | 697.207 | 697.207 | 697.207 | 697.207 |
Max Trade Drawdown | -131348 | -81168 | -85159 | -24294358 | -12013958 | -15230581 |
Profit Factor | 5.0161 | 8.9766 | 1.324 | 1.0964 | 1.6664 | 0.6253 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Losing Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Profitability (%) | 40.2299 | 45.4545 | 34.8837 | 40.2299 | 45.4545 | 34.8837 |
Ratio Avg Win / Avg Loss | 7.4525 | 10.772 | 2.4715 | 1.6289 | 1.9997 | 1.1672 |
Largest Winning Trade | 2048068 | 2048068 | 48131 | 27387321 | 27387321 | 4105318 |
Largest Losing Trade | -44466 | -35518 | -44466 | -9132745 | -6958726 | -9132745 |
Avg Bars in Trades | 99 | 94 | 105 | 99 | 94 | 105 |
Avg Bars in Winners | 183 | 162 | 210 | 183 | 162 | 210 |
Avg Bars in Losers | 43 | 38 | 48 | 43 | 38 | 48 |
Bars Traded | 8684 | 4169 | 4515 | 8684 | 4169 | 4515 |
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 | 537076 | 623943 | -303011 | -109059 | 351963 | -584939 |
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{ "first_band": { "type": "bbm", "factors": { "length": 191, "offset": 0, "std": 3.897 } }, "second_band": { "type": "vwma", "factors": { "length": 28, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 191, "offset": 0, "std": 3.897 } }, "second_band": { "type": "vwma", "factors": { "length": 28, "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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