Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -90847.3416 | 3093.9277 | -93941.2693 | -88203.1847 | 158398.4598 | -246601.6445 |
Total P&L (%) | -90.8473 | 3.0939 | -93.9413 | -88.2032 | 158.3985 | -246.6016 |
Avg Daily Profit (%) | -0.1744 | 0.0059 | -0.1804 | -0.4095 | 0.1824 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -273998 | -143452 | -188590 | -301110 | -63444 | -346877 |
Profit Factor | 0.8805 | 1.0088 | 0.7706 | 0.8894 | 1.5948 | 0.5356 |
Total Trades | 264 | 132 | 132 | 264 | 132 | 132 |
Winning Trades | 125 | 65 | 60 | 125 | 65 | 60 |
Losing Trades | 139 | 67 | 72 | 139 | 67 | 72 |
Profitability (%) | 47.3485 | 49.2424 | 45.4545 | 47.3485 | 49.2424 | 45.4545 |
Ratio Avg Win / Avg Loss | 0.9792 | 1.0399 | 0.9247 | 0.989 | 1.6438 | 0.6428 |
Largest Winning Trade | 27511 | 27511 | 23977 | 64476 | 64476 | 40414 |
Largest Losing Trade | -64676 | -33340 | -64676 | -193278 | -29675 | -193278 |
Avg Bars in Trades | 93 | 86 | 100 | 93 | 86 | 100 |
Avg Bars in Winners | 98 | 89 | 109 | 98 | 89 | 109 |
Avg Bars in Losers | 88 | 83 | 92 | 88 | 83 | 92 |
Bars Traded | 24606 | 11353 | 13253 | 24606 | 11353 | 13253 |
Profit Streak | 0 | 0 | 6.5503 | 0 | 0 | 6.5503 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -580996 | -562561 | -581742 | -580996 | 338390 | -581742 |
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{ "first_band": { "type": "vwma", "factors": { "length": 65, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 230, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 65, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 230, "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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