Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 219190.8124 | 60669.8571 | 158520.9553 | 38105.7215 | 58104.5152 | -19998.7937 |
Total P&L (%) | 219.1908 | 60.6699 | 158.521 | 38.1057 | 58.1045 | -19.9988 |
Avg Daily Profit (%) | 0.2107 | 0.0583 | 0.1524 | 0.031 | 0.044 | -0.0214 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93280 | -37685 | -60735 | -281374 | -62464 | -231718 |
Profit Factor | 1.535 | 1.4398 | 1.5833 | 1.053 | 1.307 | 0.9622 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 54.9296 | 55.5556 | 54.2857 | 54.9296 | 55.5556 | 54.2857 |
Ratio Avg Win / Avg Loss | 1.2595 | 1.1518 | 1.3333 | 0.864 | 1.0456 | 0.8103 |
Largest Winning Trade | 59984 | 29603 | 59984 | 117258 | 41684 | 117258 |
Largest Losing Trade | -74203 | -33363 | -74203 | -221242 | -60287 | -221242 |
Avg Bars in Trades | 53 | 20 | 87 | 53 | 20 | 87 |
Avg Bars in Winners | 57 | 16 | 100 | 57 | 16 | 100 |
Avg Bars in Losers | 49 | 25 | 72 | 49 | 25 | 72 |
Bars Traded | 3811 | 740 | 3071 | 3811 | 740 | 3071 |
Profit Streak | 46.1314 | 65.8814 | 0 | 46.1314 | 65.8814 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -80570 | -113172 | 344696 | -407481 | -133189 | -580232 |
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{ "first_band": { "type": "vwma", "factors": { "length": 91, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 73, "offset": 0, "std": 3.02191 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 91, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 73, "offset": 0, "std": 3.02191 } } }
# | 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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