Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 751183.7888 | 737492.1107 | 13691.6781 | -1039259.6961 | 1544257.0838 | -2583516.7799 |
Total P&L (%) | 751.1838 | 737.4921 | 13.6917 | -1039.2597 | 1544.2571 | -2583.5168 |
Avg Daily Profit (%) | 0.4003 | 0.393 | 0.0073 | 0 | 0.1493 | 0 |
Buy And Hold Return (%) | 538.426 | 538.426 | 538.426 | 538.426 | 538.426 | 538.426 |
Max Trade Drawdown | -143332 | -93310 | -158550 | -3303945 | -695980 | -2910647 |
Profit Factor | 2.5512 | 4.1663 | 1.0545 | 0.7749 | 2.1547 | 0.2122 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 29 | 14 | 15 | 32 | 18 | 14 |
Losing Trades | 30 | 16 | 14 | 27 | 12 | 15 |
Profitability (%) | 49.1525 | 46.6667 | 51.7241 | 54.2373 | 60 | 48.2759 |
Ratio Avg Win / Avg Loss | 2.6392 | 4.7614 | 0.9842 | 0.6538 | 1.4364 | 0.2273 |
Largest Winning Trade | 445564 | 445564 | 60540 | 717119 | 717119 | 215495 |
Largest Losing Trade | -118929 | -32866 | -118929 | -1953875 | -516567 | -1953875 |
Avg Bars in Trades | 183 | 136 | 232 | 183 | 136 | 232 |
Avg Bars in Winners | 259 | 210 | 305 | 137 | 112 | 169 |
Avg Bars in Losers | 110 | 72 | 153 | 238 | 172 | 290 |
Bars Traded | 10840 | 4100 | 6740 | 10840 | 4100 | 6740 |
Profit Streak | 0 | 0 | 0 | 128.578 | 128.578 | 162.4113 |
Trades During Streak | 0 | 0 | 0 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -208058 | -35227 | -510955 | -758343 | 311435 | -580537 |
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{ "first_band": { "type": "vwma", "factors": { "length": 210, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 125, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 210, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 125, "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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