Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 235095.8927 | 50489.7569 | 184606.1358 | 240095.3237 | -21991.3406 | 262086.6643 |
Total P&L (%) | 235.0959 | 50.4898 | 184.6061 | 240.0953 | -21.9913 | 262.0867 |
Avg Daily Profit (%) | 0.1576 | 0.0339 | 0.1238 | 0.0821 | -0.0167 | 0.0863 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61156 | -61187 | -36851 | -192483 | -231239 | -66061 |
Profit Factor | 1.8557 | 1.2649 | 3.1945 | 1.4381 | 0.9461 | 2.8759 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 88 | 43 | 45 | 88 | 43 | 45 |
Losing Trades | 11 | 6 | 5 | 11 | 6 | 5 |
Profitability (%) | 88.8889 | 87.7551 | 90 | 88.8889 | 87.7551 | 90 |
Ratio Avg Win / Avg Loss | 0.232 | 0.1765 | 0.3549 | 0.1798 | 0.132 | 0.3195 |
Largest Winning Trade | 26092 | 21264 | 26092 | 41476 | 41476 | 37652 |
Largest Losing Trade | -61156 | -61156 | -36851 | -192483 | -192483 | -66061 |
Avg Bars in Trades | 25 | 35 | 17 | 25 | 35 | 17 |
Avg Bars in Winners | 10 | 9 | 11 | 10 | 9 | 11 |
Avg Bars in Losers | 151 | 220 | 69 | 151 | 220 | 69 |
Bars Traded | 2569 | 1716 | 852 | 2569 | 1716 | 852 |
Profit Streak | 90.5989 | 90.5989 | 293.0989 | 90.5989 | 90.5989 | 293.0989 |
Trades During Streak | 13 | 6 | 11 | 13 | 6 | 11 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 549170 | -144540 | -197852 | -76823 | -574550 | -248420 |
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{ "first_band": { "type": "dema", "factors": { "length": 3, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 223, "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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