Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 619801.3261 | 579245.5459 | 40555.7802 | 650081.7629 | 138747.8909 | 511333.872 |
Total P&L (%) | 619.8013 | 579.2455 | 40.5558 | 650.0818 | 138.7479 | 511.3339 |
Avg Daily Profit (%) | 0.3831 | 0.358 | 0.0251 | 0.1246 | 0.0538 | 0.112 |
Buy And Hold Return (%) | 25.3787 | 25.3787 | 25.3787 | 25.3787 | 25.3787 | 25.3787 |
Max Trade Drawdown | -184455 | -58989 | -246514 | -362448 | -614507 | -193646 |
Profit Factor | 1.6055 | 2.4315 | 1.0655 | 1.3412 | 1.1199 | 1.6838 |
Total Trades | 187 | 94 | 93 | 187 | 94 | 93 |
Winning Trades | 84 | 43 | 41 | 84 | 43 | 41 |
Losing Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Profitability (%) | 44.9198 | 45.7447 | 44.086 | 44.9198 | 45.7447 | 44.086 |
Ratio Avg Win / Avg Loss | 1.9686 | 2.8838 | 1.3514 | 1.6446 | 1.3282 | 2.1356 |
Largest Winning Trade | 169220 | 169220 | 82217 | 462250 | 462250 | 193706 |
Largest Losing Trade | -52873 | -32578 | -52873 | -362448 | -362448 | -72273 |
Avg Bars in Trades | 102 | 62 | 142 | 102 | 62 | 142 |
Avg Bars in Winners | 130 | 71 | 192 | 130 | 71 | 192 |
Avg Bars in Losers | 78 | 54 | 102 | 78 | 54 | 102 |
Bars Traded | 19084 | 5864 | 13220 | 19084 | 5864 | 13220 |
Profit Streak | 0 | 0 | 502.7709 | 0 | 0 | 502.7709 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 419216 | 434267 | -319430 | -25786 | -212732 | -41943 |
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{ "first_band": { "type": "vwma", "factors": { "length": 179, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 127, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 179, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 127, "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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