Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 325506.8445 | 268111.0795 | 57395.765 | 376985.6138 | 321752.0055 | 55233.6083 |
Total P&L (%) | 325.5068 | 268.1111 | 57.3958 | 376.9856 | 321.752 | 55.2336 |
Avg Daily Profit (%) | 0.2301 | 0.1895 | 0.0406 | 0.1105 | 0.1018 | 0.0311 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81172 | -60761 | -56629 | -199681 | -120974 | -163854 |
Profit Factor | 1.7361 | 2.1352 | 1.2786 | 1.4062 | 1.668 | 1.1237 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 55.7895 | 55.3191 | 56.25 | 55.7895 | 55.3191 | 56.25 |
Ratio Avg Win / Avg Loss | 1.3758 | 1.7246 | 0.9945 | 1.1143 | 1.3472 | 0.874 |
Largest Winning Trade | 88194 | 88194 | 26401 | 123909 | 123909 | 57069 |
Largest Losing Trade | -46529 | -46402 | -46529 | -144838 | -85903 | -144838 |
Avg Bars in Trades | 51 | 66 | 37 | 51 | 66 | 37 |
Avg Bars in Winners | 49 | 61 | 37 | 49 | 61 | 37 |
Avg Bars in Losers | 54 | 72 | 35 | 54 | 72 | 35 |
Bars Traded | 4908 | 3132 | 1776 | 4908 | 3132 | 1776 |
Profit Streak | 28.9584 | 0 | 65.2084 | 28.9584 | 0 | 65.2084 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 417685 | 445089 | -138973 | -43181 | -54252 | -236174 |
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{ "first_band": { "type": "dema", "factors": { "length": 104, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 55, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 104, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 55, "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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