Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2511543.4297 | 2412619.1829 | 98924.2468 | 6349243.5591 | 17280840.6094 | -10931597.0503 |
Total P&L (%) | 2511.5434 | 2412.6192 | 98.9242 | 6349.2436 | 17280.8406 | -10931.5971 |
Avg Daily Profit (%) | 1.1306 | 1.086 | 0.0445 | 0.1877 | 0.2325 | 0 |
Buy And Hold Return (%) | 475.0911 | 475.0911 | 475.0911 | 475.0911 | 475.0911 | 475.0911 |
Max Trade Drawdown | -156199 | -108890 | -88961 | -52789564 | -26030515 | -27941845 |
Profit Factor | 5.5102 | 11.9183 | 1.2945 | 1.0518 | 1.3447 | 0.849 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Profitability (%) | 34.6154 | 33.3333 | 35.8974 | 34.6154 | 33.3333 | 35.8974 |
Ratio Avg Win / Avg Loss | 10.4081 | 23.8365 | 2.3116 | 1.9868 | 2.6893 | 1.5161 |
Largest Winning Trade | 2208593 | 2208593 | 51556 | 26702839 | 26702839 | 12169894 |
Largest Losing Trade | -32455 | -18132 | -32455 | -10389896 | -7036134 | -10389896 |
Avg Bars in Trades | 55 | 47 | 64 | 55 | 47 | 64 |
Avg Bars in Winners | 119 | 97 | 139 | 119 | 97 | 139 |
Avg Bars in Losers | 22 | 21 | 22 | 22 | 21 | 22 |
Bars Traded | 4350 | 1835 | 2515 | 4350 | 1835 | 2515 |
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 | -24280 | 511216 | -303513 | -199250 | 119597 | -583463 |
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{ "first_band": { "type": "vwma", "factors": { "length": 85, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 19, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 85, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 19, "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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