Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 105842.704 | 51606.7006 | 54236.0034 | 120639.5976 | 49337.4131 | 71302.1846 |
Total P&L (%) | 105.8427 | 51.6067 | 54.236 | 120.6396 | 49.3374 | 71.3022 |
Avg Daily Profit (%) | 0.4064 | 0.1982 | 0.2083 | 0.3043 | 0.1541 | 0.2069 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38935 | -27247 | -37396 | -110057 | -57393 | -96783 |
Profit Factor | 1.3634 | 1.3356 | 1.3946 | 1.1928 | 1.1509 | 1.2386 |
Total Trades | 191 | 95 | 96 | 191 | 95 | 96 |
Winning Trades | 88 | 43 | 45 | 88 | 43 | 45 |
Losing Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Profitability (%) | 46.0733 | 45.2632 | 46.875 | 46.0733 | 45.2632 | 46.875 |
Ratio Avg Win / Avg Loss | 1.5958 | 1.6151 | 1.5805 | 1.3961 | 1.3918 | 1.4038 |
Largest Winning Trade | 27479 | 27479 | 16695 | 60821 | 60821 | 30740 |
Largest Losing Trade | -10786 | -10786 | -9715 | -29226 | -29226 | -23743 |
Avg Bars in Trades | 128 | 128 | 128 | 128 | 128 | 128 |
Avg Bars in Winners | 155 | 142 | 168 | 155 | 142 | 168 |
Avg Bars in Losers | 105 | 117 | 93 | 105 | 117 | 93 |
Bars Traded | 24573 | 12239 | 12334 | 24573 | 12239 | 12334 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325635 | 153116 | 198171 | -1855 | -52230 | 161286 |
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{ "first_band": { "type": "vwma", "factors": { "length": 226, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 125, "offset": 0, "std": 1.40794 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 226, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 125, "offset": 0, "std": 1.40794 } } }
# | 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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