Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 623696.5316 | 490636.9947 | 133059.5368 | 1722678.4537 | 530857.4141 | 1191821.0396 |
Total P&L (%) | 623.6965 | 490.637 | 133.0595 | 1722.6785 | 530.8574 | 1191.821 |
Avg Daily Profit (%) | 0.3348 | 0.2634 | 0.0714 | 0.156 | 0.0989 | 0.1374 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80192 | -52869 | -43274 | -1381912 | -716693 | -665219 |
Profit Factor | 2.9975 | 3.9606 | 1.9081 | 1.5089 | 1.2955 | 1.7503 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 43.5484 | 41.9355 | 45.1613 | 43.5484 | 41.9355 | 45.1613 |
Ratio Avg Win / Avg Loss | 3.8856 | 5.4839 | 2.317 | 1.956 | 1.7938 | 2.1253 |
Largest Winning Trade | 367968 | 367968 | 58626 | 923418 | 625846 | 923418 |
Largest Losing Trade | -41964 | -41964 | -22369 | -476978 | -434705 | -476978 |
Avg Bars in Trades | 172 | 139 | 204 | 172 | 139 | 204 |
Avg Bars in Winners | 298 | 234 | 358 | 298 | 234 | 358 |
Avg Bars in Losers | 74 | 71 | 77 | 74 | 71 | 77 |
Bars Traded | 10671 | 4329 | 6342 | 10671 | 4329 | 6342 |
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 | -146371 | 432698 | -95866 | -151153 | -62496 | -7730 |
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{ "first_band": { "type": "vwma", "factors": { "length": 159, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 218, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 159, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 218, "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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