Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 189196.0751 | 133907.2105 | 55288.8646 | 193072.1373 | 176378.3747 | 16693.7626 |
Total P&L (%) | 189.1961 | 133.9072 | 55.2889 | 193.0721 | 176.3784 | 16.6938 |
Avg Daily Profit (%) | 0.3633 | 0.2571 | 0.1062 | 0.2067 | 0.1954 | 0.0296 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72699 | -66329 | -50724 | -120817 | -44614 | -108217 |
Profit Factor | 1.3689 | 1.5544 | 1.2038 | 1.2985 | 1.6492 | 1.0445 |
Total Trades | 229 | 114 | 115 | 229 | 114 | 115 |
Winning Trades | 168 | 83 | 85 | 168 | 83 | 85 |
Losing Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Profitability (%) | 73.3624 | 72.807 | 73.913 | 73.3624 | 72.807 | 73.913 |
Ratio Avg Win / Avg Loss | 0.497 | 0.5806 | 0.4249 | 0.4715 | 0.6159 | 0.3686 |
Largest Winning Trade | 12266 | 12266 | 10390 | 22563 | 22563 | 15298 |
Largest Losing Trade | -46785 | -29946 | -46785 | -105773 | -31705 | -105773 |
Avg Bars in Trades | 106 | 107 | 106 | 106 | 107 | 106 |
Avg Bars in Winners | 56 | 56 | 55 | 56 | 56 | 55 |
Avg Bars in Losers | 247 | 244 | 250 | 247 | 244 | 250 |
Bars Traded | 24502 | 12280 | 12222 | 24502 | 12280 | 12222 |
Profit Streak | 5.6991 | 13.9699 | 5.6991 | 5.6991 | 13.9699 | 5.6991 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 456711 | 431699 | -51154 | 393039 | 426155 | -332351 |
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{ "first_band": { "type": "dema", "factors": { "length": 44, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 233, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 44, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 233, "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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