Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 358302.7259 | 291125.969 | 67176.7569 | -132125.6142 | -39727.2821 | -92398.3321 |
Total P&L (%) | 358.3027 | 291.126 | 67.1768 | -132.1256 | -39.7273 | -92.3983 |
Avg Daily Profit (%) | 0.1646 | 0.1337 | 0.0309 | 0 | -0.0233 | -0.1183 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -234888 | -64144 | -259086 | -204515 | -72903 | -139738 |
Profit Factor | 1.3717 | 1.7858 | 1.1132 | 0.5962 | 0.7093 | 0.515 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 100 | 48 | 52 | 86 | 45 | 41 |
Losing Trades | 84 | 44 | 40 | 98 | 47 | 51 |
Profitability (%) | 54.3478 | 52.1739 | 56.5217 | 46.7391 | 48.913 | 44.5652 |
Ratio Avg Win / Avg Loss | 1.1522 | 1.637 | 0.8563 | 0.6794 | 0.7409 | 0.6406 |
Largest Winning Trade | 61931 | 61931 | 57828 | 26338 | 23979 | 26338 |
Largest Losing Trade | -114325 | -36686 | -114325 | -62527 | -62527 | -59709 |
Avg Bars in Trades | 68 | 69 | 68 | 68 | 69 | 68 |
Avg Bars in Winners | 62 | 65 | 58 | 68 | 68 | 68 |
Avg Bars in Losers | 77 | 73 | 81 | 69 | 69 | 68 |
Bars Traded | 12669 | 6367 | 6303 | 12669 | 6367 | 6303 |
Profit Streak | 0 | 0 | 0 | 65.0003 | 81.167 | 65.0003 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337229 | -11155 | -249000 | -580110 | -580951 | -582641 |
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{ "first_band": { "type": "vwma", "factors": { "length": 185, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 12, "offset": 155 } } }
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# | 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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