Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 260597.7921 | 282432.2609 | -21834.4688 | -34553.2343 | 11306.432 | -45859.6664 |
Total P&L (%) | 260.5978 | 282.4323 | -21.8345 | -34.5532 | 11.3064 | -45.8597 |
Avg Daily Profit (%) | 0.2422 | 0.2624 | -0.0203 | -0.0394 | 0.01 | -0.057 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161483 | -97590 | -111333 | -582821 | -370339 | -259591 |
Profit Factor | 1.4705 | 2.0035 | 0.9199 | 0.9678 | 1.0185 | 0.9009 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Losing Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Profitability (%) | 48 | 47.619 | 48.3871 | 48 | 47.619 | 48.3871 |
Ratio Avg Win / Avg Loss | 1.593 | 2.2038 | 0.9812 | 1.0484 | 1.1204 | 0.961 |
Largest Winning Trade | 375169 | 375169 | 42471 | 316703 | 316703 | 136875 |
Largest Losing Trade | -25328 | -25328 | -24596 | -122076 | -122076 | -45956 |
Avg Bars in Trades | 100 | 121 | 78 | 100 | 121 | 78 |
Avg Bars in Winners | 108 | 123 | 94 | 108 | 123 | 94 |
Avg Bars in Losers | 92 | 120 | 63 | 92 | 120 | 63 |
Bars Traded | 12528 | 7662 | 4866 | 12528 | 7662 | 4866 |
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 | 351783 | -135644 | -735585 | -579557 | -652408 | -735585 |
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{ "first_band": { "type": "dema", "factors": { "length": 214, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 68, "offset": 0 } } }
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# | 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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