Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1895371.4875 | 1754040.8706 | 141330.6169 | 4677450.8296 | 496168.0446 | 4181282.785 |
Total P&L (%) | 1895.3715 | 1754.0409 | 141.3306 | 4677.4508 | 496.168 | 4181.2828 |
Avg Daily Profit (%) | 1.0174 | 0.9415 | 0.0759 | 0.2078 | 0.0959 | 0.2019 |
Buy And Hold Return (%) | 48.9555 | 48.9555 | 48.9555 | 48.9555 | 48.9555 | 48.9555 |
Max Trade Drawdown | -87461 | -82444 | -82095 | -9497986 | -7905621 | -2889081 |
Profit Factor | 4.2841 | 7.5867 | 1.4547 | 1.1662 | 1.0337 | 1.3114 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 63 | 33 | 30 | 63 | 33 | 30 |
Profitability (%) | 41.6667 | 38.8889 | 44.4444 | 41.6667 | 38.8889 | 44.4444 |
Ratio Avg Win / Avg Loss | 5.9978 | 11.922 | 1.8184 | 1.6327 | 1.6244 | 1.6393 |
Largest Winning Trade | 1621192 | 1621192 | 64273 | 5190945 | 5190945 | 2462366 |
Largest Losing Trade | -31989 | -16761 | -31989 | -2553018 | -1876245 | -2553018 |
Avg Bars in Trades | 66 | 57 | 76 | 66 | 57 | 76 |
Avg Bars in Winners | 118 | 108 | 127 | 118 | 108 | 127 |
Avg Bars in Losers | 29 | 25 | 34 | 29 | 25 | 34 |
Bars Traded | 7222 | 3117 | 4105 | 7222 | 3117 | 4105 |
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 | 636157 | -162559 | -274944 | -31460 | -431683 | -172897 |
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{ "first_band": { "type": "vwma", "factors": { "length": 76, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 18, "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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