Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 106498.4848 | 71115.324 | 35383.1608 | 115883.9047 | 90439.5832 | 25444.3214 |
Total P&L (%) | 106.4985 | 71.1153 | 35.3832 | 115.8839 | 90.4396 | 25.4443 |
Avg Daily Profit (%) | 0.4792 | 0.32 | 0.1592 | 0.3469 | 0.2903 | 0.1021 |
Buy And Hold Return (%) | 11.2108 | 11.2108 | 11.2108 | 11.2108 | 11.2108 | 11.2108 |
Max Trade Drawdown | -51382 | -30752 | -30871 | -160284 | -99749 | -94716 |
Profit Factor | 1.4402 | 1.6047 | 1.2846 | 1.1994 | 1.3167 | 1.0861 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 52 | 29 | 23 | 52 | 29 | 23 |
Losing Trades | 67 | 31 | 36 | 67 | 31 | 36 |
Profitability (%) | 43.6975 | 48.3333 | 38.9831 | 43.6975 | 48.3333 | 38.9831 |
Ratio Avg Win / Avg Loss | 1.8556 | 1.7154 | 2.0107 | 1.5454 | 1.4075 | 1.6999 |
Largest Winning Trade | 37118 | 37118 | 25418 | 48368 | 48368 | 41645 |
Largest Losing Trade | -13199 | -11673 | -13199 | -42844 | -42844 | -31387 |
Avg Bars in Trades | 43 | 42 | 44 | 43 | 42 | 44 |
Avg Bars in Winners | 58 | 52 | 66 | 58 | 52 | 66 |
Avg Bars in Losers | 31 | 32 | 30 | 31 | 32 | 30 |
Bars Traded | 5184 | 2540 | 2644 | 5184 | 2540 | 2644 |
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 | 302658 | -160098 | -177358 | 184788 | -162767 | -369318 |
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{ "first_band": { "type": "vwma", "factors": { "length": 37, "offset": 34 } }, "second_band": { "type": "bbm", "factors": { "length": 181, "offset": 0, "std": 3.47767 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 37, "offset": 34 } }, "second_band": { "type": "bbm", "factors": { "length": 181, "offset": 0, "std": 3.47767 } } }
# | 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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