Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1186669.9016 | 1283754.3821 | -97084.4805 | -23652.216 | 525971.0221 | -549623.2381 |
Total P&L (%) | 1186.6699 | 1283.7544 | -97.0845 | -23.6522 | 525.971 | -549.6232 |
Avg Daily Profit (%) | 0.6429 | 0.6955 | -0.0526 | -0.0146 | 0.0994 | 0 |
Buy And Hold Return (%) | 258.5526 | 258.5526 | 258.5526 | 258.5526 | 258.5526 | 258.5526 |
Max Trade Drawdown | -186522 | -118324 | -185731 | -1455305 | -810058 | -950339 |
Profit Factor | 2.3806 | 4.4283 | 0.7999 | 0.992 | 1.4233 | 0.6768 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 43 | 28 | 15 | 43 | 28 | 15 |
Losing Trades | 87 | 37 | 50 | 87 | 37 | 50 |
Profitability (%) | 33.0769 | 43.0769 | 23.0769 | 33.0769 | 43.0769 | 23.0769 |
Ratio Avg Win / Avg Loss | 4.8165 | 5.8516 | 2.6662 | 2.007 | 1.8808 | 2.256 |
Largest Winning Trade | 1191495 | 1191495 | 65558 | 804356 | 804356 | 428192 |
Largest Losing Trade | -59631 | -35305 | -59631 | -326554 | -326554 | -294075 |
Avg Bars in Trades | 163 | 140 | 186 | 163 | 140 | 186 |
Avg Bars in Winners | 305 | 200 | 499 | 305 | 200 | 499 |
Avg Bars in Losers | 93 | 94 | 93 | 93 | 94 | 93 |
Bars Traded | 21280 | 9137 | 12143 | 21280 | 9137 | 12143 |
Profit Streak | 63.91 | 63.91 | 67.3267 | 63.91 | 63.91 | 67.3267 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338251 | -115807 | -747690 | -583263 | -198644 | -747690 |
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{ "first_band": { "type": "vwma", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 240, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 240, "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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