Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 800870.6469 | 662935.7179 | 137934.9291 | 655452.8704 | -722582.959 | 1378035.8294 |
Total P&L (%) | 800.8706 | 662.9357 | 137.9349 | 655.4529 | -722.583 | 1378.0358 |
Avg Daily Profit (%) | 0.4136 | 0.3424 | 0.0712 | 0.1045 | 0 | 0.1392 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128311 | -92347 | -144251 | -1788598 | -1851112 | -584172 |
Profit Factor | 1.6496 | 2.0278 | 1.2347 | 1.0722 | 0.8721 | 1.4023 |
Total Trades | 368 | 184 | 184 | 368 | 184 | 184 |
Winning Trades | 180 | 84 | 96 | 180 | 84 | 96 |
Losing Trades | 188 | 100 | 88 | 188 | 100 | 88 |
Profitability (%) | 48.913 | 45.6522 | 52.1739 | 48.913 | 45.6522 | 52.1739 |
Ratio Avg Win / Avg Loss | 1.723 | 2.414 | 1.1318 | 1.1199 | 1.0382 | 1.2855 |
Largest Winning Trade | 350331 | 350331 | 65219 | 692283 | 692283 | 577263 |
Largest Losing Trade | -84667 | -31428 | -84667 | -424640 | -424640 | -316733 |
Avg Bars in Trades | 30 | 34 | 26 | 30 | 34 | 26 |
Avg Bars in Winners | 39 | 43 | 36 | 39 | 43 | 36 |
Avg Bars in Losers | 22 | 27 | 16 | 22 | 27 | 16 |
Bars Traded | 11282 | 6373 | 4909 | 11282 | 6373 | 4909 |
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 | 521593 | 425719 | -97174 | -192642 | -580394 | -5126 |
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{ "first_band": { "type": "dema", "factors": { "length": 242, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 4, "offset": 12 } } }
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# | 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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