Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 118262.8918 | 84537.688 | 33725.2037 | 104183.8331 | 105658.254 | -1474.4209 |
Total P&L (%) | 118.2629 | 84.5377 | 33.7252 | 104.1838 | 105.6583 | -1.4744 |
Avg Daily Profit (%) | 0.4441 | 0.3174 | 0.1266 | 0.2684 | 0.2711 | -0.0056 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74406 | -31162 | -69711 | -138476 | -54827 | -131452 |
Profit Factor | 1.5409 | 1.8434 | 1.2848 | 1.3324 | 1.7816 | 0.9917 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 45.5882 | 44.1176 | 47.0588 | 45.5882 | 44.1176 | 47.0588 |
Ratio Avg Win / Avg Loss | 1.8391 | 2.335 | 1.4454 | 1.5902 | 2.2567 | 1.1157 |
Largest Winning Trade | 56721 | 56721 | 27243 | 61504 | 61504 | 31033 |
Largest Losing Trade | -21811 | -12426 | -21811 | -28382 | -23430 | -28382 |
Avg Bars in Trades | 178 | 189 | 167 | 178 | 189 | 167 |
Avg Bars in Winners | 243 | 273 | 215 | 243 | 273 | 215 |
Avg Bars in Losers | 124 | 123 | 125 | 124 | 123 | 125 |
Bars Traded | 12148 | 6445 | 5703 | 12148 | 6445 | 5703 |
Profit Streak | 273.7447 | 0 | 299.3489 | 273.7447 | 0 | 299.3489 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -103907 | 303884 | -27933 | -106682 | 285340 | -580301 |
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{ "first_band": { "type": "vwma", "factors": { "length": 242, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 96, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 242, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 96, "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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