Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 828618.2655 | 889373.1914 | -60754.9259 | -6227.5276 | -31417.0448 | 25189.5172 |
Total P&L (%) | 828.6183 | 889.3732 | -60.7549 | -6.2275 | -31.417 | 25.1895 |
Avg Daily Profit (%) | 0.4386 | 0.4707 | -0.0322 | -0.0034 | -0.02 | 0.0119 |
Buy And Hold Return (%) | 223.5117 | 223.5117 | 223.5117 | 223.5117 | 223.5117 | 223.5117 |
Max Trade Drawdown | -152109 | -122541 | -90710 | -889246 | -938787 | -270600 |
Profit Factor | 1.9115 | 2.8429 | 0.8575 | 0.9982 | 0.9844 | 1.0183 |
Total Trades | 222 | 111 | 111 | 222 | 111 | 111 |
Winning Trades | 86 | 41 | 45 | 86 | 41 | 45 |
Losing Trades | 136 | 70 | 66 | 136 | 70 | 66 |
Profitability (%) | 38.7387 | 36.9369 | 40.5405 | 38.7387 | 36.9369 | 40.5405 |
Ratio Avg Win / Avg Loss | 3.0229 | 4.8538 | 1.2577 | 1.5785 | 1.6808 | 1.4934 |
Largest Winning Trade | 718903 | 718903 | 54529 | 742399 | 742399 | 268041 |
Largest Losing Trade | -43477 | -36326 | -43477 | -251999 | -251999 | -108451 |
Avg Bars in Trades | 25 | 23 | 26 | 25 | 23 | 26 |
Avg Bars in Winners | 36 | 34 | 38 | 36 | 34 | 38 |
Avg Bars in Losers | 17 | 17 | 18 | 17 | 17 | 18 |
Bars Traded | 5560 | 2652 | 2908 | 5560 | 2652 | 2908 |
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 | 298230 | 305161 | -582771 | -580939 | -583061 | -546829 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 74 } }, "second_band": { "type": "vwma", "factors": { "length": 42, "offset": 0 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 74 } }, "second_band": { "type": "vwma", "factors": { "length": 42, "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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