Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2045760.6802 | 260137.5045 | -2305898.1847 | 19825470.3435 | 58055951.6491 | -38230481.3056 |
Total P&L (%) | -2045.7607 | 260.1375 | -2305.8982 | 19825.4703 | 58055.9516 | -38230.4813 |
Avg Daily Profit (%) | -0.9066 | 0.1153 | -1.0219 | 0.2349 | 0.2825 | 0 |
Buy And Hold Return (%) | 7985.5355 | 7985.5355 | 7985.5355 | 7985.5355 | 7985.5355 | 7985.5355 |
Max Trade Drawdown | -2437997 | -39705 | -2419551 | -84152406 | -14696127 | -105809266 |
Profit Factor | 0.2817 | 2.7547 | 0.1459 | 1.1098 | 2.7095 | 0.7393 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 47 | 23 | 24 | 49 | 24 | 25 |
Losing Trades | 40 | 21 | 19 | 38 | 20 | 18 |
Profitability (%) | 54.023 | 52.2727 | 55.814 | 56.3218 | 54.5455 | 58.1395 |
Ratio Avg Win / Avg Loss | 0.2397 | 2.5152 | 0.1155 | 0.8606 | 2.2579 | 0.5323 |
Largest Winning Trade | 60064 | 48199 | 60064 | 30878319 | 12888060 | 30878319 |
Largest Losing Trade | -1882198 | -28778 | -1882198 | -70730234 | -9293714 | -70730234 |
Avg Bars in Trades | 145 | 89 | 202 | 145 | 89 | 202 |
Avg Bars in Winners | 170 | 99 | 238 | 172 | 102 | 239 |
Avg Bars in Losers | 116 | 79 | 157 | 110 | 73 | 151 |
Bars Traded | 12655 | 3948 | 8707 | 12655 | 3948 | 8707 |
Profit Streak | 57.7708 | 146.6042 | 0 | 57.7708 | 146.6042 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579463 | -198300 | -579973 | -95166 | 558797 | -579672 |
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{ "first_band": { "type": "vwma", "factors": { "length": 211, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 132, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 211, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 132, "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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