Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1852718.9247 | 35217.8854 | -1887936.8101 | -1305920.5364 | -18951435.9594 | 17645515.423 |
Total P&L (%) | -1852.7189 | 35.2179 | -1887.9368 | -1305.9205 | -18951.436 | 17645.5154 |
Avg Daily Profit (%) | -0.9924 | 0.0189 | -1.0112 | 0 | 0 | 0.2778 |
Buy And Hold Return (%) | 8077.9374 | 8077.9374 | 8077.9374 | 8077.9374 | 8077.9374 | 8077.9374 |
Max Trade Drawdown | -1940538 | -153199 | -1920282 | -21735329 | -19639876 | -4375588 |
Profit Factor | 0.1923 | 1.1543 | 0.086 | 0.9584 | 0.1825 | 3.1466 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 47 | 24 | 23 | 26 | 10 | 16 |
Losing Trades | 17 | 8 | 9 | 38 | 22 | 16 |
Profitability (%) | 73.4375 | 75 | 71.875 | 40.625 | 31.25 | 50 |
Ratio Avg Win / Avg Loss | 0.0696 | 0.3848 | 0.0336 | 1.4008 | 0.4016 | 3.1466 |
Largest Winning Trade | 66168 | 66168 | 17391 | 19912968 | 1777156 | 19912968 |
Largest Losing Trade | -1202685 | -62440 | -1202685 | -8762382 | -8762382 | -2038598 |
Avg Bars in Trades | 107 | 102 | 112 | 107 | 102 | 112 |
Avg Bars in Winners | 47 | 55 | 39 | 98 | 80 | 109 |
Avg Bars in Losers | 274 | 244 | 300 | 114 | 113 | 115 |
Bars Traded | 6899 | 3292 | 3607 | 6899 | 3292 | 3607 |
Profit Streak | 47.663 | 155.163 | 0 | 0 | 0 | 230.413 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -720679 | -381777 | -577974 | -726534 | -588102 | 359880 |
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{ "first_band": { "type": "vwma", "factors": { "length": 16, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 205, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 16, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 205, "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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