Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2028789.0908 | 1969617.2163 | 59171.8745 | 242645.7863 | 1311175.0242 | -1068529.2379 |
Total P&L (%) | 2028.7891 | 1969.6172 | 59.1719 | 242.6458 | 1311.175 | -1068.5292 |
Avg Daily Profit (%) | 0.8761 | 0.8505 | 0.0256 | 0.0532 | 0.1144 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152577 | -93628 | -154921 | -1863845 | -774874 | -1451483 |
Profit Factor | 3.1259 | 5.3381 | 1.1183 | 1.0457 | 1.6024 | 0.6589 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 60 | 27 | 33 | 60 | 27 | 33 |
Losing Trades | 84 | 45 | 39 | 84 | 45 | 39 |
Profitability (%) | 41.6667 | 37.5 | 45.8333 | 41.6667 | 37.5 | 45.8333 |
Ratio Avg Win / Avg Loss | 4.3762 | 8.8968 | 1.3216 | 1.464 | 2.6706 | 0.7787 |
Largest Winning Trade | 1905229 | 1905229 | 57276 | 2001758 | 2001758 | 266312 |
Largest Losing Trade | -59514 | -59514 | -55294 | -1164963 | -560544 | -1164963 |
Avg Bars in Trades | 93 | 90 | 95 | 93 | 90 | 95 |
Avg Bars in Winners | 140 | 146 | 135 | 140 | 146 | 135 |
Avg Bars in Losers | 59 | 57 | 61 | 59 | 57 | 61 |
Bars Traded | 13402 | 6530 | 6872 | 13402 | 6530 | 6872 |
Profit Streak | 11.3655 | 0 | 79.5321 | 11.3655 | 0 | 79.5321 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 611268 | -63066 | -329598 | -294359 | -121187 | -660488 |
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{ "first_band": { "type": "vwma", "factors": { "length": 220, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 139, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 220, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 139, "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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