Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 268900.4409 | 275667.6359 | -6767.195 | -77031.3089 | 101126.0803 | -178157.3892 |
Total P&L (%) | 268.9004 | 275.6676 | -6.7672 | -77.0313 | 101.1261 | -178.1574 |
Avg Daily Profit (%) | 0.1905 | 0.1953 | -0.0048 | -0.1041 | 0.0495 | 0 |
Buy And Hold Return (%) | 73.015 | 73.015 | 73.015 | 73.015 | 73.015 | 73.015 |
Max Trade Drawdown | -141873 | -100115 | -145728 | -317834 | -235775 | -322066 |
Profit Factor | 1.4455 | 2.0405 | 0.98 | 0.9307 | 1.2076 | 0.7144 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 61 | 28 | 33 | 61 | 28 | 33 |
Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Profitability (%) | 63.5417 | 58.3333 | 68.75 | 63.5417 | 58.3333 | 68.75 |
Ratio Avg Win / Avg Loss | 0.8294 | 1.4575 | 0.4455 | 0.534 | 0.8626 | 0.3247 |
Largest Winning Trade | 115846 | 115846 | 41689 | 117282 | 117282 | 65152 |
Largest Losing Trade | -95352 | -38814 | -95352 | -162136 | -113755 | -162136 |
Avg Bars in Trades | 84 | 70 | 99 | 84 | 70 | 99 |
Avg Bars in Winners | 75 | 58 | 90 | 75 | 58 | 90 |
Avg Bars in Losers | 100 | 87 | 118 | 100 | 87 | 118 |
Bars Traded | 8124 | 3369 | 4755 | 8124 | 3369 | 4755 |
Profit Streak | 469.311 | 469.311 | 577.811 | 469.311 | 469.311 | 577.811 |
Trades During Streak | 4 | 2 | 6 | 4 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 277482 | 362010 | -576874 | -577411 | -172814 | -576874 |
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{ "first_band": { "type": "vwma", "factors": { "length": 46, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 213, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 46, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 213, "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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