Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1691596.3883 | 1549320.2721 | 142276.1162 | 4287743.8067 | -1202277.4025 | 5490021.2092 |
Total P&L (%) | 1691.5964 | 1549.3203 | 142.2761 | 4287.7438 | -1202.2774 | 5490.0212 |
Avg Daily Profit (%) | 0.9127 | 0.836 | 0.0768 | 0.2042 | 0 | 0.2173 |
Buy And Hold Return (%) | 41.1382 | 41.1382 | 41.1382 | 41.1382 | 41.1382 | 41.1382 |
Max Trade Drawdown | -102115 | -86304 | -58243 | -10490779 | -9617394 | -3374213 |
Profit Factor | 3.3034 | 5.1641 | 1.3927 | 1.0933 | 0.9512 | 1.258 |
Total Trades | 241 | 121 | 120 | 241 | 121 | 120 |
Winning Trades | 67 | 35 | 32 | 67 | 35 | 32 |
Losing Trades | 174 | 86 | 88 | 174 | 86 | 88 |
Profitability (%) | 27.8008 | 28.9256 | 26.6667 | 27.8008 | 28.9256 | 26.6667 |
Ratio Avg Win / Avg Loss | 8.579 | 12.689 | 3.8299 | 2.8394 | 2.3374 | 3.4594 |
Largest Winning Trade | 1422469 | 1422469 | 63626 | 4808257 | 4808257 | 3728904 |
Largest Losing Trade | -16565 | -16565 | -15410 | -1912257 | -1646123 | -1912257 |
Avg Bars in Trades | 22 | 19 | 25 | 22 | 19 | 25 |
Avg Bars in Winners | 60 | 50 | 71 | 60 | 50 | 71 |
Avg Bars in Losers | 7 | 7 | 8 | 7 | 7 | 8 |
Bars Traded | 5384 | 2365 | 3019 | 5384 | 2365 | 3019 |
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 | 131321 | 311201 | -113817 | -124615 | -590468 | -13302 |
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{ "first_band": { "type": "vwma", "factors": { "length": 66, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 66, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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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