Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 857329.8958 | 681560.3023 | 175769.5935 | 4856586.6822 | 2764797.9154 | 2091788.7667 |
Total P&L (%) | 857.3299 | 681.5603 | 175.7696 | 4856.5867 | 2764.7979 | 2091.7888 |
Avg Daily Profit (%) | 0.4574 | 0.3636 | 0.0938 | 0.2084 | 0.1791 | 0.1648 |
Buy And Hold Return (%) | 16.1392 | 16.1392 | 16.1392 | 16.1392 | 16.1392 | 16.1392 |
Max Trade Drawdown | -93211 | -90933 | -101654 | -6700630 | -4543836 | -2156794 |
Profit Factor | 2.6164 | 3.543 | 1.6699 | 1.5418 | 1.4692 | 1.6811 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Profitability (%) | 61.6438 | 61.1111 | 62.1622 | 61.6438 | 61.1111 | 62.1622 |
Ratio Avg Win / Avg Loss | 1.628 | 2.2547 | 1.0165 | 0.9594 | 0.935 | 1.0233 |
Largest Winning Trade | 319393 | 319393 | 54989 | 5533856 | 5533856 | 2341195 |
Largest Losing Trade | -51085 | -46868 | -51085 | -4502963 | -4502963 | -1928919 |
Avg Bars in Trades | 47 | 59 | 35 | 47 | 59 | 35 |
Avg Bars in Winners | 50 | 56 | 44 | 50 | 56 | 44 |
Avg Bars in Losers | 43 | 65 | 22 | 43 | 65 | 22 |
Bars Traded | 3482 | 2155 | 1327 | 3482 | 2155 | 1327 |
Profit Streak | 115.5256 | 172.5256 | 115.5256 | 115.5256 | 172.5256 | 115.5256 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -58305 | 654581 | -63583 | -65527 | 335923 | 430438 |
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{ "first_band": { "type": "vwma", "factors": { "length": 57, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 104, "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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