Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 821905.5059 | 759111.0663 | 62794.4396 | 2016428.7842 | 1270401.3229 | 746027.4613 |
Total P&L (%) | 821.9055 | 759.1111 | 62.7944 | 2016.4288 | 1270.4013 | 746.0275 |
Avg Daily Profit (%) | 0.4451 | 0.4111 | 0.034 | 0.1654 | 0.1419 | 0.1157 |
Buy And Hold Return (%) | 148.8584 | 148.8584 | 148.8584 | 148.8584 | 148.8584 | 148.8584 |
Max Trade Drawdown | -101746 | -56872 | -88553 | -3090573 | -1550990 | -2264949 |
Profit Factor | 2.2997 | 3.9552 | 1.1672 | 1.2312 | 1.3232 | 1.1558 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Losing Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Profitability (%) | 41.9355 | 42.5532 | 41.3043 | 41.9355 | 42.5532 | 41.3043 |
Ratio Avg Win / Avg Loss | 3.1842 | 5.3395 | 1.6587 | 1.7048 | 1.7863 | 1.6424 |
Largest Winning Trade | 400046 | 400046 | 75215 | 1118340 | 1080350 | 1118340 |
Largest Losing Trade | -41260 | -20927 | -41260 | -699306 | -517779 | -699306 |
Avg Bars in Trades | 116 | 111 | 122 | 116 | 111 | 122 |
Avg Bars in Winners | 208 | 187 | 230 | 208 | 187 | 230 |
Avg Bars in Losers | 50 | 55 | 46 | 50 | 55 | 46 |
Bars Traded | 10857 | 5236 | 5621 | 10857 | 5236 | 5621 |
Profit Streak | 0 | 0 | 140.641 | 0 | 0 | 140.641 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 382948 | 460406 | -350663 | 202637 | -4714 | -89470 |
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{ "first_band": { "type": "vwma", "factors": { "length": 96, "offset": 40 } }, "second_band": { "type": "ema", "factors": { "length": 28, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 96, "offset": 40 } }, "second_band": { "type": "ema", "factors": { "length": 28, "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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