Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 967735.4736 | 866154.8046 | 101580.669 | 355412.4382 | -18982.2057 | 374394.6439 |
Total P&L (%) | 967.7355 | 866.1548 | 101.5807 | 355.4124 | -18.9822 | 374.3946 |
Avg Daily Profit (%) | 0.4168 | 0.373 | 0.0437 | 0.0653 | -0.0091 | 0.0671 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -193918 | -95131 | -328239 | -863261 | -770118 | -479191 |
Profit Factor | 1.5072 | 1.9286 | 1.1042 | 1.0926 | 0.991 | 1.2175 |
Total Trades | 480 | 240 | 240 | 480 | 240 | 240 |
Winning Trades | 162 | 71 | 91 | 162 | 71 | 91 |
Losing Trades | 318 | 169 | 149 | 318 | 169 | 149 |
Profitability (%) | 33.75 | 29.5833 | 37.9167 | 33.75 | 29.5833 | 37.9167 |
Ratio Avg Win / Avg Loss | 2.9586 | 4.5905 | 1.8079 | 2.1448 | 2.3589 | 1.9935 |
Largest Winning Trade | 528424 | 528424 | 53384 | 542551 | 542551 | 177277 |
Largest Losing Trade | -33322 | -24787 | -33322 | -160247 | -160247 | -104065 |
Avg Bars in Trades | 19 | 17 | 21 | 19 | 17 | 21 |
Avg Bars in Winners | 36 | 35 | 37 | 36 | 35 | 37 |
Avg Bars in Losers | 10 | 9 | 10 | 10 | 9 | 10 |
Bars Traded | 9247 | 4202 | 5045 | 9247 | 4202 | 5045 |
Profit Streak | 0 | 0 | 20.3193 | 0 | 0 | 20.3193 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317469 | 163540 | -242463 | -226778 | -586636 | -105854 |
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{ "first_band": { "type": "vwma", "factors": { "length": 28, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 4, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 28, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 4, "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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