Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 116523.5904 | 54817.7059 | 61705.8845 | 53035.8988 | 32997.2087 | 20038.6901 |
Total P&L (%) | 116.5236 | 54.8177 | 61.7059 | 53.0359 | 32.9972 | 20.0387 |
Avg Daily Profit (%) | 0.2237 | 0.1053 | 0.1185 | 0.0817 | 0.0548 | 0.0351 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92989 | -59538 | -59496 | -106175 | -66148 | -70597 |
Profit Factor | 1.3409 | 1.2992 | 1.3891 | 1.1362 | 1.1728 | 1.101 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 71 | 37 | 34 | 71 | 37 | 34 |
Losing Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Profitability (%) | 62.8319 | 64.9123 | 60.7143 | 62.8319 | 64.9123 | 60.7143 |
Ratio Avg Win / Avg Loss | 0.7932 | 0.7023 | 0.8989 | 0.6721 | 0.6339 | 0.7124 |
Largest Winning Trade | 26473 | 26473 | 18621 | 26473 | 26473 | 24331 |
Largest Losing Trade | -51936 | -31109 | -51936 | -61650 | -39756 | -61650 |
Avg Bars in Trades | 214 | 232 | 195 | 214 | 232 | 195 |
Avg Bars in Winners | 149 | 155 | 142 | 149 | 155 | 142 |
Avg Bars in Losers | 324 | 376 | 278 | 324 | 376 | 278 |
Bars Traded | 24235 | 13264 | 10971 | 24235 | 13264 | 10971 |
Profit Streak | 9.167 | 20.3961 | 9.167 | 9.167 | 20.3961 | 9.167 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339625 | -232293 | -214997 | -154425 | -331985 | -442620 |
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{ "first_band": { "type": "vwma", "factors": { "length": 168, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 152, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 168, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 152, "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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