Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 467706.88 | 251241.6224 | 216465.2576 | 416953.9979 | -678720.043 | 1095674.0409 |
Total P&L (%) | 467.7069 | 251.2416 | 216.4653 | 416.954 | -678.72 | 1095.674 |
Avg Daily Profit (%) | 0.2455 | 0.1319 | 0.1136 | 0.0863 | 0 | 0.1303 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136520 | -136992 | -53044 | -2097918 | -1720672 | -767526 |
Profit Factor | 1.7278 | 1.5554 | 2.1378 | 1.0689 | 0.8462 | 1.6665 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 65 | 25 | 40 | 65 | 25 | 40 |
Losing Trades | 64 | 39 | 25 | 64 | 39 | 25 |
Profitability (%) | 50.3876 | 39.0625 | 61.5385 | 50.3876 | 39.0625 | 61.5385 |
Ratio Avg Win / Avg Loss | 1.7012 | 2.4264 | 1.3361 | 1.0524 | 1.32 | 1.0415 |
Largest Winning Trade | 148936 | 148936 | 51177 | 959615 | 959615 | 479917 |
Largest Losing Trade | -58551 | -58551 | -32662 | -667766 | -667766 | -389415 |
Avg Bars in Trades | 86 | 121 | 52 | 86 | 121 | 52 |
Avg Bars in Winners | 83 | 115 | 63 | 83 | 115 | 63 |
Avg Bars in Losers | 89 | 125 | 34 | 89 | 125 | 34 |
Bars Traded | 11172 | 7756 | 3416 | 11172 | 7756 | 3416 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 420386 | -157899 | -168515 | -222165 | -722822 | -146731 |
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{ "first_band": { "type": "dema", "factors": { "length": 175, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 61, "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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