Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2920367.7042 | 2764055.7006 | 156312.0036 | 505125.7649 | -1718234.7155 | 2223360.4805 |
Total P&L (%) | 2920.3677 | 2764.0557 | 156.312 | 505.1258 | -1718.2347 | 2223.3605 |
Avg Daily Profit (%) | 1.6306 | 1.5433 | 0.0873 | 0.1006 | 0 | 0.1758 |
Buy And Hold Return (%) | 256.6009 | 256.6009 | 256.6009 | 256.6009 | 256.6009 | 256.6009 |
Max Trade Drawdown | -145183 | -207544 | -63767 | -4390262 | -5924974 | -1052792 |
Profit Factor | 6.562 | 7.8781 | 2.2689 | 1.0484 | 0.7976 | 2.1426 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 45 | 15 | 30 | 45 | 15 | 30 |
Losing Trades | 41 | 28 | 13 | 41 | 28 | 13 |
Profitability (%) | 52.3256 | 34.8837 | 69.7674 | 52.3256 | 34.8837 | 69.7674 |
Ratio Avg Win / Avg Loss | 5.9787 | 14.7058 | 0.9832 | 0.9552 | 1.4888 | 0.9285 |
Largest Winning Trade | 2970612 | 2970612 | 41611 | 4206739 | 4206739 | 686087 |
Largest Losing Trade | -37927 | -37927 | -36301 | -1410271 | -1410271 | -670744 |
Avg Bars in Trades | 37 | 52 | 22 | 37 | 52 | 22 |
Avg Bars in Winners | 39 | 71 | 23 | 39 | 71 | 23 |
Avg Bars in Losers | 34 | 41 | 18 | 34 | 41 | 18 |
Bars Traded | 3196 | 2245 | 950 | 3196 | 2245 | 950 |
Profit Streak | 0 | 0 | 324.1631 | 0 | 0 | 324.1631 |
Trades During Streak | 0 | 0 | 6 | 0 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 826072 | 594424 | -236377 | -233807 | -584939 | 483341 |
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{ "first_band": { "type": "vwma", "factors": { "length": 117, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 114, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 117, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 114, "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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