Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 299512.4204 | 84776.0808 | 214736.3396 | 296656.4747 | 35052.0613 | 261604.4133 |
Total P&L (%) | 299.5124 | 84.7761 | 214.7363 | 296.6565 | 35.0521 | 261.6044 |
Avg Daily Profit (%) | 0.2897 | 0.082 | 0.2077 | 0.1333 | 0.0291 | 0.1244 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126120 | -78895 | -82166 | -465628 | -295958 | -258648 |
Profit Factor | 1.394 | 1.262 | 1.4917 | 1.178 | 1.045 | 1.295 |
Total Trades | 238 | 119 | 119 | 238 | 119 | 119 |
Winning Trades | 106 | 52 | 54 | 106 | 52 | 54 |
Losing Trades | 132 | 67 | 65 | 132 | 67 | 65 |
Profitability (%) | 44.5378 | 43.6975 | 45.3782 | 44.5378 | 43.6975 | 45.3782 |
Ratio Avg Win / Avg Loss | 1.7359 | 1.626 | 1.7956 | 1.467 | 1.3464 | 1.5588 |
Largest Winning Trade | 77762 | 77762 | 49213 | 178324 | 178324 | 114557 |
Largest Losing Trade | -44031 | -15398 | -44031 | -88657 | -88657 | -70379 |
Avg Bars in Trades | 25 | 14 | 36 | 25 | 14 | 36 |
Avg Bars in Winners | 33 | 14 | 52 | 33 | 14 | 52 |
Avg Bars in Losers | 19 | 15 | 23 | 19 | 15 | 23 |
Bars Traded | 6095 | 1781 | 4314 | 6095 | 1781 | 4314 |
Profit Streak | 15.642 | 15.642 | 17.8087 | 15.642 | 15.642 | 17.8087 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 382545 | -84356 | 309012 | -39241 | -329613 | -27259 |
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{ "first_band": { "type": "vwma", "factors": { "length": 25, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 50, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 25, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 50, "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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