Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1421101.5221 | 1396371.8739 | 24729.6482 | 887903.8343 | 1293151.9701 | -405248.1358 |
Total P&L (%) | 1421.1015 | 1396.3719 | 24.7296 | 887.9038 | 1293.152 | -405.2481 |
Avg Daily Profit (%) | 0.7694 | 0.756 | 0.0134 | 0.1241 | 0.1427 | 0 |
Buy And Hold Return (%) | 449.3152 | 449.3152 | 449.3152 | 449.3152 | 449.3152 | 449.3152 |
Max Trade Drawdown | -135844 | -125085 | -65903 | -2604948 | -1943868 | -1064880 |
Profit Factor | 3.2611 | 4.6621 | 1.1 | 1.1494 | 1.3496 | 0.8194 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Profitability (%) | 45 | 44 | 46 | 45 | 44 | 46 |
Ratio Avg Win / Avg Loss | 3.9858 | 5.9336 | 1.2913 | 1.4048 | 1.7176 | 0.9619 |
Largest Winning Trade | 807682 | 807682 | 68274 | 1327938 | 1327938 | 349468 |
Largest Losing Trade | -52701 | -44261 | -52701 | -1319465 | -1319465 | -875700 |
Avg Bars in Trades | 68 | 95 | 41 | 68 | 95 | 41 |
Avg Bars in Winners | 78 | 107 | 51 | 78 | 107 | 51 |
Avg Bars in Losers | 60 | 86 | 33 | 60 | 86 | 33 |
Bars Traded | 6862 | 4779 | 2083 | 6862 | 4779 | 2083 |
Profit Streak | 0 | 112.5908 | 0 | 0 | 112.5908 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 521777 | -164503 | -632830 | -91843 | -185643 | -762388 |
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{ "first_band": { "type": "vwma", "factors": { "length": 8, "offset": 139 } }, "second_band": { "type": "dcu", "factors": { "length": 77, "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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