Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1267898.8187 | 1255406.9221 | 12491.8966 | 1650411.3024 | 1946464.4106 | -296053.1082 |
Total P&L (%) | 1267.8988 | 1255.4069 | 12.4919 | 1650.4113 | 1946.4644 | -296.0531 |
Avg Daily Profit (%) | 0.6873 | 0.6805 | 0.0068 | 0.1553 | 0.1638 | 0 |
Buy And Hold Return (%) | 492.3913 | 492.3913 | 492.3913 | 492.3913 | 492.3913 | 492.3913 |
Max Trade Drawdown | -154329 | -78487 | -98105 | -2051994 | -740535 | -1378294 |
Profit Factor | 3.1837 | 5.5377 | 1.0411 | 1.2681 | 1.6807 | 0.9102 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Losing Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Profitability (%) | 30.5882 | 32.5581 | 28.5714 | 30.5882 | 32.5581 | 28.5714 |
Ratio Avg Win / Avg Loss | 7.2245 | 11.4709 | 2.6027 | 2.8775 | 3.4815 | 2.2756 |
Largest Winning Trade | 723682 | 723682 | 76499 | 1425627 | 1425627 | 1162193 |
Largest Losing Trade | -33973 | -33560 | -33973 | -525150 | -525150 | -489068 |
Avg Bars in Trades | 125 | 113 | 138 | 125 | 113 | 138 |
Avg Bars in Winners | 283 | 220 | 357 | 283 | 220 | 357 |
Avg Bars in Losers | 56 | 61 | 50 | 56 | 61 | 50 |
Bars Traded | 10693 | 4886 | 5807 | 10693 | 4886 | 5807 |
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 | 269140 | 363251 | -537796 | -1465 | 68980 | -592031 |
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{ "first_band": { "type": "vwma", "factors": { "length": 231, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 61, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 231, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 61, "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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