Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 626970.1155 | 625212.6565 | 1757.4591 | 454831.643 | 1186374.4345 | -731542.7915 |
Total P&L (%) | 626.9701 | 625.2127 | 1.7575 | 454.8316 | 1186.3744 | -731.5428 |
Avg Daily Profit (%) | 0.3446 | 0.3436 | 0.001 | 0.0942 | 0.1405 | 0 |
Buy And Hold Return (%) | 240.9478 | 240.9478 | 240.9478 | 240.9478 | 240.9478 | 240.9478 |
Max Trade Drawdown | -153985 | -93175 | -85369 | -3290478 | -1646073 | -1836643 |
Profit Factor | 2.0899 | 3.793 | 1.005 | 1.0918 | 1.6007 | 0.7546 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Losing Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Profitability (%) | 42.4658 | 45.9459 | 38.8889 | 42.4658 | 45.9459 | 38.8889 |
Ratio Avg Win / Avg Loss | 2.8315 | 4.4624 | 1.5793 | 1.4792 | 1.8832 | 1.1858 |
Largest Winning Trade | 208326 | 208326 | 71414 | 1463429 | 1463429 | 546766 |
Largest Losing Trade | -43540 | -33396 | -43540 | -1340897 | -902870 | -1340897 |
Avg Bars in Trades | 48 | 39 | 58 | 48 | 39 | 58 |
Avg Bars in Winners | 65 | 53 | 80 | 65 | 53 | 80 |
Avg Bars in Losers | 36 | 26 | 45 | 36 | 26 | 45 |
Bars Traded | 3572 | 1449 | 2122 | 3572 | 1449 | 2122 |
Profit Streak | 22.4197 | 64.9197 | 0 | 22.4197 | 64.9197 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -68877 | 435774 | -575534 | -273050 | -4040 | -583434 |
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{ "first_band": { "type": "vwma", "factors": { "length": 48, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 53, "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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