Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1136110.5004 | 1063896.9525 | 72213.5479 | 5148958.0551 | 5783045.5773 | -634087.5222 |
Total P&L (%) | 1136.1105 | 1063.897 | 72.2135 | 5148.9581 | 5783.0456 | -634.0875 |
Avg Daily Profit (%) | 0.525 | 0.4916 | 0.0334 | 0.1832 | 0.1885 | 0 |
Buy And Hold Return (%) | 459.2233 | 459.2233 | 459.2233 | 459.2233 | 459.2233 | 459.2233 |
Max Trade Drawdown | -108320 | -68327 | -47601 | -9098420 | -6521294 | -2938708 |
Profit Factor | 3.7657 | 6.3922 | 1.3383 | 1.3344 | 1.653 | 0.9031 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 24 | 14 | 10 | 24 | 14 | 10 |
Losing Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Profitability (%) | 41.3793 | 48.2759 | 34.4828 | 41.3793 | 48.2759 | 34.4828 |
Ratio Avg Win / Avg Loss | 5.3348 | 6.8488 | 2.5427 | 1.8904 | 1.7711 | 1.7158 |
Largest Winning Trade | 524509 | 524509 | 72959 | 10869522 | 10869522 | 3061424 |
Largest Losing Trade | -30834 | -30834 | -26078 | -3529415 | -3529415 | -2126565 |
Avg Bars in Trades | 108 | 142 | 73 | 108 | 142 | 73 |
Avg Bars in Winners | 172 | 208 | 121 | 172 | 208 | 121 |
Avg Bars in Losers | 62 | 81 | 48 | 62 | 81 | 48 |
Bars Traded | 6266 | 4138 | 2128 | 6266 | 4138 | 2128 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -168875 | 488004 | -318751 | -173553 | 372391 | -584089 |
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{ "first_band": { "type": "vwma", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 40, "offset": 0, "std": 1.92562 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 40, "offset": 0, "std": 1.92562 } } }
# | 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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