Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 697573.0989 | 575124.1841 | 122448.9148 | 1121511.4675 | 217915.478 | 903595.9896 |
Total P&L (%) | 697.5731 | 575.1242 | 122.4489 | 1121.5115 | 217.9155 | 903.596 |
Avg Daily Profit (%) | 0.3714 | 0.3062 | 0.0652 | 0.1333 | 0.0616 | 0.1229 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83628 | -51311 | -62829 | -1753648 | -1087084 | -712689 |
Profit Factor | 2.8747 | 3.8414 | 1.7216 | 1.2846 | 1.1001 | 1.5121 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 25 | 9 | 16 | 25 | 9 | 16 |
Losing Trades | 33 | 20 | 13 | 33 | 20 | 13 |
Profitability (%) | 43.1034 | 31.0345 | 55.1724 | 43.1034 | 31.0345 | 55.1724 |
Ratio Avg Win / Avg Loss | 3.7946 | 8.5365 | 1.3988 | 1.6957 | 2.4447 | 1.2286 |
Largest Winning Trade | 505592 | 505592 | 58451 | 749533 | 597445 | 749533 |
Largest Losing Trade | -43623 | -43623 | -26194 | -577982 | -402385 | -577982 |
Avg Bars in Trades | 190 | 149 | 231 | 190 | 149 | 231 |
Avg Bars in Winners | 339 | 305 | 359 | 339 | 305 | 359 |
Avg Bars in Losers | 77 | 79 | 74 | 77 | 79 | 74 |
Bars Traded | 11062 | 4341 | 6721 | 11062 | 4341 | 6721 |
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 | -167190 | 304571 | -103111 | -195685 | -227374 | -26575 |
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{ "first_band": { "type": "vwma", "factors": { "length": 184, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 102, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 184, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 102, "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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