Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 34766.0778 | 11538.8981 | 23227.1796 | 37367.1258 | 9057.8711 | 28309.2547 |
Total P&L (%) | 34.7661 | 11.5389 | 23.2272 | 37.3671 | 9.0579 | 28.3093 |
Avg Daily Profit (%) | 0.6676 | 0.2216 | 0.446 | 0.6115 | 0.1666 | 0.4798 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -20516 | -21432 | -10176 | -30990 | -31827 | -13617 |
Profit Factor | 1.4208 | 1.2235 | 1.7493 | 1.3218 | 1.1233 | 1.6633 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 92 | 43 | 49 | 92 | 43 | 49 |
Losing Trades | 40 | 23 | 17 | 40 | 23 | 17 |
Profitability (%) | 69.697 | 65.1515 | 74.2424 | 69.697 | 65.1515 | 74.2424 |
Ratio Avg Win / Avg Loss | 0.6177 | 0.6544 | 0.6069 | 0.5747 | 0.6009 | 0.5771 |
Largest Winning Trade | 5270 | 5270 | 4159 | 7697 | 7697 | 5209 |
Largest Losing Trade | -10384 | -10384 | -4354 | -15889 | -15889 | -5841 |
Avg Bars in Trades | 180 | 185 | 176 | 180 | 185 | 176 |
Avg Bars in Winners | 124 | 110 | 136 | 124 | 110 | 136 |
Avg Bars in Losers | 310 | 325 | 291 | 310 | 325 | 291 |
Bars Traded | 23846 | 12221 | 11625 | 23846 | 12221 | 11625 |
Profit Streak | 6.7733 | 0 | 7.3337 | 6.7733 | 0 | 7.3337 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346250 | -236418 | -116333 | 315544 | -369227 | -115290 |
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{ "first_band": { "type": "vwma", "factors": { "length": 47, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 179, "offset": 92 } } }
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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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