Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1293326.1143 | 1201851.2805 | 91474.8338 | 4115135.8419 | 2338307.4187 | 1776828.4232 |
Total P&L (%) | 1293.3261 | 1201.8513 | 91.4748 | 4115.1358 | 2338.3074 | 1776.8284 |
Avg Daily Profit (%) | 0.5165 | 0.48 | 0.0365 | 0.1495 | 0.1276 | 0.1172 |
Buy And Hold Return (%) | 498.3834 | 498.3834 | 498.3834 | 498.3834 | 498.3834 | 498.3834 |
Max Trade Drawdown | -122565 | -79650 | -77618 | -11926463 | -8780901 | -8502932 |
Profit Factor | 3.9079 | 6.0304 | 1.4444 | 1.1211 | 1.1143 | 1.1315 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 43.0769 | 39.3939 | 46.875 | 43.0769 | 39.3939 | 46.875 |
Ratio Avg Win / Avg Loss | 5.164 | 9.2776 | 1.637 | 1.4815 | 1.7143 | 1.2824 |
Largest Winning Trade | 801539 | 801539 | 53922 | 5382080 | 5165538 | 5382080 |
Largest Losing Trade | -30274 | -27208 | -30274 | -3509212 | -2967885 | -3509212 |
Avg Bars in Trades | 221 | 186 | 258 | 221 | 186 | 258 |
Avg Bars in Winners | 340 | 300 | 374 | 340 | 300 | 374 |
Avg Bars in Losers | 132 | 111 | 156 | 132 | 111 | 156 |
Bars Traded | 14421 | 6141 | 8280 | 14421 | 6141 | 8280 |
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 | -124703 | 383914 | -309042 | -219269 | -121669 | -115887 |
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{ "first_band": { "type": "vwma", "factors": { "length": 229, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 173, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 229, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 173, "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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