Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 478863.9949 | 356206.9702 | 122657.0247 | -22552.8442 | -19614.4354 | -2938.4088 |
Total P&L (%) | 478.864 | 356.207 | 122.657 | -22.5528 | -19.6144 | -2.9384 |
Avg Daily Profit (%) | 0.22 | 0.1636 | 0.0563 | -0.0117 | -0.01 | -0.0014 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161550 | -65184 | -197058 | -144746 | -87195 | -84764 |
Profit Factor | 1.6385 | 2.1357 | 1.2811 | 0.9357 | 0.891 | 0.9828 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 68 | 33 | 35 | 68 | 33 | 35 |
Losing Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Profitability (%) | 70.8333 | 68.75 | 72.9167 | 70.8333 | 68.75 | 72.9167 |
Ratio Avg Win / Avg Loss | 0.6747 | 0.9708 | 0.4758 | 0.3853 | 0.405 | 0.365 |
Largest Winning Trade | 104655 | 104655 | 49180 | 19895 | 19895 | 19302 |
Largest Losing Trade | -84511 | -59499 | -84511 | -87195 | -87195 | -41210 |
Avg Bars in Trades | 64 | 66 | 63 | 64 | 66 | 63 |
Avg Bars in Winners | 45 | 43 | 46 | 45 | 43 | 46 |
Avg Bars in Losers | 112 | 114 | 109 | 112 | 114 | 109 |
Bars Traded | 6228 | 3171 | 3057 | 6228 | 3171 | 3057 |
Profit Streak | 0 | 0 | 300.1838 | 0 | 0 | 300.1838 |
Trades During Streak | 0 | 0 | 6 | 0 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 408629 | 400095 | -114911 | -577543 | -578258 | -576307 |
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{ "first_band": { "type": "vwma", "factors": { "length": 36, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 250, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 36, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 250, "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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