Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 237582.5524 | 66712.9394 | 170869.613 | 274993.5759 | -31753.448 | 306747.0239 |
Total P&L (%) | 237.5826 | 66.7129 | 170.8696 | 274.9936 | -31.7534 | 306.747 |
Avg Daily Profit (%) | 0.1824 | 0.0512 | 0.1312 | 0.1015 | -0.0293 | 0.1078 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78000 | -62369 | -62579 | -158786 | -228354 | -119519 |
Profit Factor | 1.7048 | 1.3709 | 2.0868 | 1.3587 | 0.9313 | 2.0078 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 62 | 29 | 33 | 62 | 29 | 33 |
Losing Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Profitability (%) | 59.0476 | 54.717 | 63.4615 | 59.0476 | 54.717 | 63.4615 |
Ratio Avg Win / Avg Loss | 1.1823 | 1.1345 | 1.2015 | 0.9423 | 0.7707 | 1.156 |
Largest Winning Trade | 92531 | 92531 | 40366 | 140051 | 140051 | 86449 |
Largest Losing Trade | -44225 | -28972 | -44225 | -141290 | -141290 | -93918 |
Avg Bars in Trades | 21 | 13 | 29 | 21 | 13 | 29 |
Avg Bars in Winners | 21 | 7 | 33 | 21 | 7 | 33 |
Avg Bars in Losers | 22 | 21 | 23 | 22 | 21 | 23 |
Bars Traded | 2265 | 731 | 1534 | 2265 | 731 | 1534 |
Profit Streak | 8.993 | 13.993 | 0 | 8.993 | 13.993 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 431576 | -302785 | -193067 | -56260 | -759347 | -224433 |
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{ "first_band": { "type": "vwma", "factors": { "length": 214, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 78 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 214, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 78 } } }
# | 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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