Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1877928.8106 | 1848205.2249 | 29723.5857 | 22749806.8618 | 24299720.396 | -1549913.5342 |
Total P&L (%) | 1877.9288 | 1848.2052 | 29.7236 | 22749.8069 | 24299.7204 | -1549.9135 |
Avg Daily Profit (%) | 1.0123 | 0.9962 | 0.016 | 0.2932 | 0.2968 | 0 |
Buy And Hold Return (%) | 7891.2536 | 7891.2536 | 7891.2536 | 7891.2536 | 7891.2536 | 7891.2536 |
Max Trade Drawdown | -68362 | -69695 | -79993 | -6864513 | -3318165 | -4829876 |
Profit Factor | 6.1433 | 12.5648 | 1.1448 | 2.0453 | 3.6729 | 0.8777 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Profitability (%) | 39.1892 | 40.5405 | 37.8378 | 39.1892 | 40.5405 | 37.8378 |
Ratio Avg Win / Avg Loss | 9.5327 | 18.4283 | 1.8807 | 3.1738 | 5.387 | 1.4419 |
Largest Winning Trade | 1075384 | 1075384 | 63609 | 10908041 | 10908041 | 5504297 |
Largest Losing Trade | -37349 | -28374 | -37349 | -4419262 | -2133731 | -4419262 |
Avg Bars in Trades | 140 | 143 | 137 | 140 | 143 | 137 |
Avg Bars in Winners | 246 | 283 | 206 | 246 | 283 | 206 |
Avg Bars in Losers | 71 | 47 | 94 | 71 | 47 | 94 |
Bars Traded | 10386 | 5309 | 5077 | 10386 | 5309 | 5077 |
Profit Streak | 0 | 217.8069 | 0 | 0 | 217.8069 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -216881 | -146611 | -402108 | -63474 | 358101 | -583835 |
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{ "first_band": { "type": "vwma", "factors": { "length": 217, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 61, "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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