Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 68846.9835 | 45667.604 | 23179.3795 | 52573.7076 | 43785.6957 | 8788.0119 |
Total P&L (%) | 68.847 | 45.6676 | 23.1794 | 52.5737 | 43.7857 | 8.788 |
Avg Daily Profit (%) | 0.4956 | 0.3288 | 0.1669 | 0.3046 | 0.2618 | 0.0607 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -52768 | -33235 | -49681 | -46908 | -24292 | -45661 |
Profit Factor | 1.331 | 1.5222 | 1.1923 | 1.2871 | 1.6071 | 1.0792 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 62.7119 | 62.7119 | 62.7119 | 62.7119 | 62.7119 | 62.7119 |
Ratio Avg Win / Avg Loss | 0.7914 | 0.9051 | 0.709 | 0.7653 | 0.9556 | 0.6417 |
Largest Winning Trade | 16590 | 16590 | 13698 | 12559 | 12559 | 10777 |
Largest Losing Trade | -32674 | -14367 | -32674 | -29836 | -13116 | -29836 |
Avg Bars in Trades | 109 | 108 | 111 | 109 | 108 | 111 |
Avg Bars in Winners | 89 | 80 | 98 | 89 | 80 | 98 |
Avg Bars in Losers | 144 | 155 | 133 | 144 | 155 | 133 |
Bars Traded | 12961 | 6392 | 6569 | 12961 | 6392 | 6569 |
Profit Streak | 135.5605 | 135.7376 | 0 | 135.5605 | 135.7376 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339369 | -169466 | -184876 | 231877 | -169716 | -589614 |
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{ "first_band": { "type": "vwma", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 180, "offset": 84 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 180, "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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