Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1063208.2331 | 1003477.006 | 59731.2271 | 913114.1669 | 598360.6858 | 314753.4812 |
Total P&L (%) | 1063.2082 | 1003.477 | 59.7312 | 913.1142 | 598.3607 | 314.7535 |
Avg Daily Profit (%) | 0.5707 | 0.5386 | 0.0321 | 0.1244 | 0.1044 | 0.0764 |
Buy And Hold Return (%) | 75.8949 | 75.8949 | 75.8949 | 75.8949 | 75.8949 | 75.8949 |
Max Trade Drawdown | -92437 | -106689 | -65125 | -1399530 | -1521476 | -623886 |
Profit Factor | 3.1461 | 5.1012 | 1.2382 | 1.1498 | 1.1864 | 1.1091 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 44.6154 | 42.4242 | 46.875 | 44.6154 | 42.4242 | 46.875 |
Ratio Avg Win / Avg Loss | 3.9055 | 6.923 | 1.4033 | 1.4274 | 1.6102 | 1.257 |
Largest Winning Trade | 846407 | 846407 | 64171 | 967415 | 967415 | 665731 |
Largest Losing Trade | -43289 | -37774 | -43289 | -715216 | -715216 | -582370 |
Avg Bars in Trades | 106 | 85 | 127 | 106 | 85 | 127 |
Avg Bars in Winners | 139 | 103 | 172 | 139 | 103 | 172 |
Avg Bars in Losers | 79 | 72 | 87 | 79 | 72 | 87 |
Bars Traded | 6902 | 2835 | 4067 | 6902 | 2835 | 4067 |
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 | -121153 | 569889 | -317376 | -220665 | -70531 | -194835 |
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{ "first_band": { "type": "vwma", "factors": { "length": 196, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 86, "offset": 28 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 196, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 86, "offset": 28 } } }
# | 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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