Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1276378.1561 | 1037177.7949 | 239200.3612 | 124065696.8349 | 133677085.3384 | -9611388.5034 |
Total P&L (%) | 1276.3782 | 1037.1778 | 239.2004 | 124065.6968 | 133677.0853 | -9611.3885 |
Avg Daily Profit (%) | 0.5104 | 0.4148 | 0.0957 | 0.2853 | 0.2883 | 0 |
Buy And Hold Return (%) | 696.5713 | 696.5713 | 696.5713 | 696.5713 | 696.5713 | 696.5713 |
Max Trade Drawdown | -91275 | -62357 | -61400 | -51378474 | -16923920 | -56979044 |
Profit Factor | 3.3287 | 4.1841 | 2.0757 | 1.9738 | 3.6487 | 0.8751 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 74 | 33 | 41 | 74 | 33 | 41 |
Losing Trades | 63 | 35 | 28 | 63 | 35 | 28 |
Profitability (%) | 54.0146 | 48.5294 | 59.4203 | 54.0146 | 48.5294 | 59.4203 |
Ratio Avg Win / Avg Loss | 2.8339 | 4.4377 | 1.4176 | 1.6804 | 3.8698 | 0.5976 |
Largest Winning Trade | 339819 | 339819 | 52001 | 92472123 | 92472123 | 12871632 |
Largest Losing Trade | -39444 | -32814 | -39444 | -47208528 | -10884863 | -47208528 |
Avg Bars in Trades | 34 | 40 | 28 | 34 | 40 | 28 |
Avg Bars in Winners | 43 | 52 | 36 | 43 | 52 | 36 |
Avg Bars in Losers | 24 | 29 | 17 | 24 | 29 | 17 |
Bars Traded | 4750 | 2759 | 1991 | 4750 | 2759 | 1991 |
Profit Streak | 79.231 | 79.231 | 189.731 | 79.231 | 79.231 | 189.731 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 406839 | -106054 | -327023 | 531666 | -93875 | -679600 |
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{ "first_band": { "type": "vwma", "factors": { "length": 89, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 101, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 89, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 101, "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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