Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1813642.5058 | -112047.8841 | -1701594.6216 | -144199.3085 | -4073879.9256 | 3929680.6171 |
Total P&L (%) | -1813.6425 | -112.0479 | -1701.5946 | -144.1993 | -4073.8799 | 3929.6806 |
Avg Daily Profit (%) | -0.7998 | -0.0494 | -0.7504 | 0 | 0 | 0.1631 |
Buy And Hold Return (%) | 366.0194 | 366.0194 | 366.0194 | 366.0194 | 366.0194 | 366.0194 |
Max Trade Drawdown | -1871432 | -182710 | -1772510 | -6341668 | -4585020 | -2596715 |
Profit Factor | 0.2265 | 0.6941 | 0.1399 | 0.986 | 0.2926 | 1.8626 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 48 | 22 | 26 | 42 | 21 | 21 |
Losing Trades | 43 | 23 | 20 | 49 | 24 | 25 |
Profitability (%) | 52.7473 | 48.8889 | 56.5217 | 46.1538 | 46.6667 | 45.6522 |
Ratio Avg Win / Avg Loss | 0.2029 | 0.7256 | 0.1076 | 1.1504 | 0.3344 | 2.2174 |
Largest Winning Trade | 34531 | 31334 | 34531 | 5349424 | 400252 | 5349424 |
Largest Losing Trade | -1306680 | -49267 | -1306680 | -2467622 | -2467622 | -1249354 |
Avg Bars in Trades | 70 | 63 | 77 | 70 | 63 | 77 |
Avg Bars in Winners | 46 | 50 | 43 | 56 | 58 | 55 |
Avg Bars in Losers | 97 | 76 | 120 | 82 | 68 | 95 |
Bars Traded | 6426 | 2870 | 3557 | 6426 | 2870 | 3557 |
Profit Streak | 35.7564 | 0 | 168.7564 | 0 | 82.7564 | 0 |
Trades During Streak | 1 | 0 | 4 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579636 | -581144 | -578476 | -580364 | -581450 | 347055 |
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{ "first_band": { "type": "vwma", "factors": { "length": 81, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 35, "offset": 84 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 81, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 35, "offset": 84 } } }
# | 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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