Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 181023.0648 | 226682.6062 | -45659.5414 | -971703.2132 | -265998.6859 | -705704.5273 |
Total P&L (%) | 181.0231 | 226.6826 | -45.6595 | -971.7032 | -265.9987 | -705.7045 |
Avg Daily Profit (%) | 0.1466 | 0.1836 | -0.037 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -217513 | -44373 | -227396 | -1229663 | -483834 | -976045 |
Profit Factor | 1.3129 | 2.3004 | 0.8871 | 0.6518 | 0.7765 | 0.5591 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 58 | 27 | 31 | 34 | 19 | 15 |
Losing Trades | 33 | 18 | 15 | 57 | 26 | 31 |
Profitability (%) | 63.7363 | 60 | 67.3913 | 37.3626 | 42.2222 | 32.6087 |
Ratio Avg Win / Avg Loss | 0.747 | 1.5336 | 0.4292 | 1.0928 | 1.0626 | 1.1555 |
Largest Winning Trade | 62506 | 62506 | 32637 | 332739 | 246996 | 332739 |
Largest Losing Trade | -191967 | -30502 | -191967 | -395951 | -232838 | -395951 |
Avg Bars in Trades | 52 | 59 | 44 | 52 | 59 | 44 |
Avg Bars in Winners | 38 | 46 | 31 | 70 | 76 | 62 |
Avg Bars in Losers | 75 | 78 | 72 | 41 | 46 | 36 |
Bars Traded | 4740 | 2671 | 2069 | 4740 | 2671 | 2069 |
Profit Streak | 13.6744 | 0 | 45.4244 | 0 | 45.6744 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 147854 | 476040 | -577462 | -583783 | -581082 | -585801 |
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{ "first_band": { "type": "bbm", "factors": { "length": 23, "offset": 0, "std": 3.93546 } }, "second_band": { "type": "vwma", "factors": { "length": 68, "offset": 0 } } }
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# | 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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