Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 221109.6422 | 126312.138 | 94797.5043 | 447131.7687 | 311086.7395 | 136045.0292 |
Total P&L (%) | 221.1096 | 126.3121 | 94.7975 | 447.1318 | 311.0867 | 136.045 |
Avg Daily Profit (%) | 0.4245 | 0.2425 | 0.182 | 0.3268 | 0.2718 | 0.165 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42341 | -41491 | -24499 | -190523 | -145619 | -115442 |
Profit Factor | 1.4922 | 1.5752 | 1.4129 | 1.3369 | 1.4752 | 1.2022 |
Total Trades | 246 | 123 | 123 | 246 | 123 | 123 |
Winning Trades | 124 | 66 | 58 | 124 | 66 | 58 |
Losing Trades | 122 | 57 | 65 | 122 | 57 | 65 |
Profitability (%) | 50.4065 | 53.6585 | 47.1545 | 50.4065 | 53.6585 | 47.1545 |
Ratio Avg Win / Avg Loss | 1.4682 | 1.3604 | 1.5834 | 1.3153 | 1.2741 | 1.3473 |
Largest Winning Trade | 29906 | 26131 | 29906 | 67512 | 67512 | 61624 |
Largest Losing Trade | -19297 | -19297 | -13688 | -80778 | -80778 | -58129 |
Avg Bars in Trades | 100 | 97 | 104 | 100 | 97 | 104 |
Avg Bars in Winners | 130 | 121 | 142 | 130 | 121 | 142 |
Avg Bars in Losers | 70 | 69 | 70 | 70 | 69 | 70 |
Bars Traded | 24783 | 11974 | 12809 | 24783 | 11974 | 12809 |
Profit Streak | 0.8801 | 0 | 5.9843 | 0.8801 | 0 | 5.9843 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305653 | 339407 | 325295 | 241413 | 326417 | 233728 |
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{ "first_band": { "type": "vwma", "factors": { "length": 140, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 154, "offset": 0, "std": 4.22042 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 140, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 154, "offset": 0, "std": 4.22042 } } }
# | 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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