Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -948339.8907 | -243119.7334 | -705220.1573 | -98632.9942 | 1048693.8473 | -1147326.8414 |
Total P&L (%) | -948.3399 | -243.1197 | -705.2202 | -98.633 | 1048.6938 | -1147.3268 |
Avg Daily Profit (%) | -0.6416 | -0.1645 | -0.4771 | -0.29 | 0.1653 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1039008 | -305510 | -764224 | -1248026 | -416101 | -1604141 |
Profit Factor | 0.5263 | 0.6779 | 0.4346 | 0.9732 | 1.8428 | 0.5282 |
Total Trades | 290 | 145 | 145 | 290 | 145 | 145 |
Winning Trades | 185 | 84 | 101 | 149 | 75 | 74 |
Losing Trades | 105 | 61 | 44 | 141 | 70 | 71 |
Profitability (%) | 63.7931 | 57.931 | 69.6552 | 51.3793 | 51.7241 | 51.0345 |
Ratio Avg Win / Avg Loss | 0.2987 | 0.4923 | 0.1893 | 0.9209 | 1.72 | 0.5068 |
Largest Winning Trade | 29239 | 29239 | 15936 | 439983 | 260113 | 439983 |
Largest Losing Trade | -538305 | -36677 | -538305 | -953846 | -220883 | -953846 |
Avg Bars in Trades | 60 | 71 | 49 | 60 | 71 | 49 |
Avg Bars in Winners | 31 | 36 | 27 | 49 | 61 | 36 |
Avg Bars in Losers | 111 | 120 | 99 | 72 | 81 | 62 |
Bars Traded | 17543 | 10377 | 7166 | 17543 | 10377 | 7166 |
Profit Streak | 14.7872 | 23.1206 | 14.7872 | 14.7872 | 23.1206 | 14.7872 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576400 | -579373 | -577811 | -578009 | 426164 | -580225 |
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{ "first_band": { "type": "dema", "factors": { "length": 32, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 75, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 32, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 75, "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) |
---|