Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1670843.5962 | 1582843.0242 | 88000.5719 | 4312102.3238 | 1351734.0273 | 2960368.2965 |
Total P&L (%) | 1670.8436 | 1582.843 | 88.0006 | 4312.1023 | 1351.734 | 2960.3683 |
Avg Daily Profit (%) | 0.8949 | 0.8477 | 0.0471 | 0.203 | 0.1434 | 0.1834 |
Buy And Hold Return (%) | 529.4456 | 529.4456 | 529.4456 | 529.4456 | 529.4456 | 529.4456 |
Max Trade Drawdown | -102945 | -92308 | -119034 | -2541006 | -2388005 | -1067213 |
Profit Factor | 3.8586 | 6.3229 | 1.3065 | 1.3915 | 1.2035 | 1.6776 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 34 | 13 | 21 | 34 | 13 | 21 |
Losing Trades | 59 | 34 | 25 | 59 | 34 | 25 |
Profitability (%) | 36.5591 | 27.6596 | 45.6522 | 36.5591 | 27.6596 | 45.6522 |
Ratio Avg Win / Avg Loss | 6.6958 | 16.5367 | 1.5553 | 2.4147 | 3.1475 | 1.9971 |
Largest Winning Trade | 1032134 | 1032134 | 57966 | 2420322 | 2420322 | 1997873 |
Largest Losing Trade | -34765 | -23813 | -34765 | -549362 | -486372 | -549362 |
Avg Bars in Trades | 116 | 91 | 142 | 116 | 91 | 142 |
Avg Bars in Winners | 243 | 216 | 260 | 243 | 216 | 260 |
Avg Bars in Losers | 43 | 43 | 43 | 43 | 43 | 43 |
Bars Traded | 10851 | 4295 | 6556 | 10851 | 4295 | 6556 |
Profit Streak | 0 | 0 | 43.0497 | 0 | 0 | 43.0497 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 441167 | 21724 | -295574 | 174202 | -22123 | 326513 |
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{ "first_band": { "type": "vwma", "factors": { "length": 237, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 49, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 237, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 49, "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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