Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 266253.528 | 2178.3503 | 264075.1776 | 267035.6653 | 12845.9897 | 254189.6756 |
Total P&L (%) | 266.2535 | 2.1784 | 264.0752 | 267.0357 | 12.846 | 254.1897 |
Avg Daily Profit (%) | 0.1743 | 0.0014 | 0.1728 | 0.0851 | 0.0079 | 0.0828 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85517 | -67525 | -81379 | -337228 | -272520 | -337115 |
Profit Factor | 1.7128 | 1.0098 | 2.7571 | 1.2096 | 1.0191 | 1.4223 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 22 | 12 | 10 | 22 | 12 | 10 |
Profitability (%) | 65.0794 | 62.5 | 67.7419 | 65.0794 | 62.5 | 67.7419 |
Ratio Avg Win / Avg Loss | 0.9191 | 0.6059 | 1.3129 | 0.6491 | 0.6115 | 0.6773 |
Largest Winning Trade | 44131 | 41041 | 44131 | 117881 | 117881 | 86370 |
Largest Losing Trade | -53426 | -53426 | -32023 | -215849 | -215849 | -121417 |
Avg Bars in Trades | 138 | 122 | 155 | 138 | 122 | 155 |
Avg Bars in Winners | 113 | 86 | 139 | 113 | 86 | 139 |
Avg Bars in Losers | 185 | 180 | 190 | 185 | 180 | 190 |
Bars Traded | 8738 | 3905 | 4833 | 8738 | 3905 | 4833 |
Profit Streak | 43.4182 | 43.5849 | 43.4182 | 43.4182 | 43.5849 | 43.4182 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -139754 | -565567 | 516669 | -229052 | -458084 | -80428 |
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{ "first_band": { "type": "vwma", "factors": { "length": 143, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 213, "offset": 80 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 143, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 213, "offset": 80 } } }
# | 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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