Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 660263.6579 | 493438.2249 | 166825.433 | 790502.6009 | 342590.7956 | 447911.8053 |
Total P&L (%) | 660.2637 | 493.4382 | 166.8254 | 790.5026 | 342.5908 | 447.9118 |
Avg Daily Profit (%) | 0.3471 | 0.2594 | 0.0877 | 0.115 | 0.0782 | 0.0895 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118865 | -100592 | -81349 | -1233752 | -1042457 | -879353 |
Profit Factor | 2.3112 | 2.6988 | 1.7829 | 1.1866 | 1.1336 | 1.268 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 47.619 | 43.75 | 51.6129 | 47.619 | 43.75 | 51.6129 |
Ratio Avg Win / Avg Loss | 2.5424 | 3.4699 | 1.6715 | 1.3053 | 1.4575 | 1.1887 |
Largest Winning Trade | 322230 | 322230 | 58600 | 1044311 | 1044311 | 385777 |
Largest Losing Trade | -45466 | -45466 | -43046 | -568530 | -568530 | -416653 |
Avg Bars in Trades | 117 | 91 | 144 | 117 | 91 | 144 |
Avg Bars in Winners | 178 | 144 | 207 | 178 | 144 | 207 |
Avg Bars in Losers | 61 | 49 | 76 | 61 | 49 | 76 |
Bars Traded | 7387 | 2912 | 4475 | 7387 | 2912 | 4475 |
Profit Streak | 0 | 0 | 664.1423 | 0 | 0 | 664.1423 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -138229 | 389337 | -71350 | -206178 | -164519 | -72499 |
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{ "first_band": { "type": "vwma", "factors": { "length": 142, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 70, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 142, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 70, "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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