Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 410767.1424 | 377443.8104 | 33323.3319 | 1061183.2652 | 1239577.8419 | -178394.5767 |
Total P&L (%) | 410.7671 | 377.4438 | 33.3233 | 1061.1833 | 1239.5778 | -178.3946 |
Avg Daily Profit (%) | 0.7887 | 0.7247 | 0.064 | 0.4719 | 0.4995 | 0 |
Buy And Hold Return (%) | 471.2141 | 471.2141 | 471.2141 | 471.2141 | 471.2141 | 471.2141 |
Max Trade Drawdown | -56086 | -29218 | -38764 | -920503 | -461039 | -631311 |
Profit Factor | 2.2131 | 3.5027 | 1.1774 | 1.2863 | 1.7155 | 0.9096 |
Total Trades | 236 | 118 | 118 | 236 | 118 | 118 |
Winning Trades | 113 | 58 | 55 | 113 | 58 | 55 |
Losing Trades | 123 | 60 | 63 | 123 | 60 | 63 |
Profitability (%) | 47.8814 | 49.1525 | 46.6102 | 47.8814 | 49.1525 | 46.6102 |
Ratio Avg Win / Avg Loss | 2.4089 | 3.6235 | 1.3487 | 1.4001 | 1.7746 | 1.042 |
Largest Winning Trade | 253752 | 253752 | 21883 | 817211 | 817211 | 177511 |
Largest Losing Trade | -15859 | -11384 | -15859 | -270593 | -131302 | -270593 |
Avg Bars in Trades | 103 | 106 | 100 | 103 | 106 | 100 |
Avg Bars in Winners | 122 | 129 | 115 | 122 | 129 | 115 |
Avg Bars in Losers | 85 | 83 | 88 | 85 | 83 | 88 |
Bars Traded | 24451 | 12540 | 11911 | 24451 | 12540 | 11911 |
Profit Streak | 0 | 7.7409 | 0 | 0 | 7.7409 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149071 | -147437 | -300748 | 179824 | 358089 | -581239 |
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{ "first_band": { "type": "vwma", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 222, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 222, "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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