Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 6359144.4133 | 6514716.6121 | -155572.1989 | 37735.8773 | 393874.1158 | -356138.2385 |
Total P&L (%) | 6359.1444 | 6514.7166 | -155.5722 | 37.7359 | 393.8741 | -356.1382 |
Avg Daily Profit (%) | 3.2379 | 3.3171 | -0.0792 | 0.0163 | 0.0814 | 0 |
Buy And Hold Return (%) | 2196.6102 | 2196.6102 | 2196.6102 | 2196.6102 | 2196.6102 | 2196.6102 |
Max Trade Drawdown | -184927 | -65661 | -217936 | -558254 | -224738 | -402598 |
Profit Factor | 12.5409 | 28.7412 | 0.5079 | 1.0403 | 2.0327 | 0.3587 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 15 | 9 | 6 | 15 | 9 | 6 |
Losing Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Profitability (%) | 26.3158 | 31.0345 | 21.4286 | 26.3158 | 31.0345 | 21.4286 |
Ratio Avg Win / Avg Loss | 35.1146 | 63.8694 | 1.8625 | 2.9128 | 4.5172 | 1.3151 |
Largest Winning Trade | 6655106 | 6655106 | 53535 | 660607 | 660607 | 76498 |
Largest Losing Trade | -37487 | -37487 | -36645 | -138255 | -138255 | -123453 |
Avg Bars in Trades | 62 | 57 | 67 | 62 | 57 | 67 |
Avg Bars in Winners | 153 | 124 | 196 | 153 | 124 | 196 |
Avg Bars in Losers | 30 | 27 | 32 | 30 | 27 | 32 |
Bars Traded | 3567 | 1671 | 1895 | 3567 | 1671 | 1895 |
Profit Streak | 0 | 0 | 550.6067 | 0 | 0 | 550.6067 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -183187 | 479056 | -644027 | -715741 | -253681 | -645138 |
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{ "first_band": { "type": "vwma", "factors": { "length": 156, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 15, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 156, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 15, "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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