Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 516509.7083 | 444687.6259 | 71822.0823 | 299110.9066 | 294328.612 | 4782.2945 |
Total P&L (%) | 516.5097 | 444.6876 | 71.8221 | 299.1109 | 294.3286 | 4.7823 |
Avg Daily Profit (%) | 0.2253 | 0.194 | 0.0313 | 0.0604 | 0.0599 | 0.002 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141676 | -89413 | -109249 | -174854 | -126283 | -155858 |
Profit Factor | 1.8309 | 2.4012 | 1.2361 | 1.3515 | 1.6369 | 1.0123 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 45.3333 | 42.1053 | 48.6486 | 45.3333 | 42.1053 | 48.6486 |
Ratio Avg Win / Avg Loss | 2.2079 | 3.3017 | 1.3047 | 1.6298 | 2.2507 | 1.0685 |
Largest Winning Trade | 218699 | 218699 | 52455 | 150569 | 150569 | 82788 |
Largest Losing Trade | -51520 | -43408 | -51520 | -90495 | -90495 | -86875 |
Avg Bars in Trades | 111 | 91 | 132 | 111 | 91 | 132 |
Avg Bars in Winners | 164 | 124 | 199 | 164 | 124 | 199 |
Avg Bars in Losers | 68 | 66 | 69 | 68 | 66 | 69 |
Bars Traded | 8388 | 3469 | 4919 | 8388 | 3469 | 4919 |
Profit Streak | 0 | 0 | 256.447 | 0 | 0 | 256.447 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -51364 | 327137 | -150503 | -173856 | -112934 | -562028 |
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{ "first_band": { "type": "vwma", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 59, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 59, "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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