Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 476141.6903 | 472043.0371 | 4098.6532 | 130407.273 | 472200.7946 | -341793.5217 |
Total P&L (%) | 476.1417 | 472.043 | 4.0987 | 130.4073 | 472.2008 | -341.7935 |
Avg Daily Profit (%) | 0.383 | 0.3797 | 0.0033 | 0.0672 | 0.1404 | 0 |
Buy And Hold Return (%) | 23.8623 | 23.8623 | 23.8623 | 23.8623 | 23.8623 | 23.8623 |
Max Trade Drawdown | -178867 | -134614 | -92357 | -1802269 | -1329189 | -867166 |
Profit Factor | 1.8614 | 2.5046 | 1.0172 | 1.0292 | 1.1871 | 0.8239 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 52 | 22 | 30 | 52 | 22 | 30 |
Losing Trades | 55 | 32 | 23 | 55 | 32 | 23 |
Profitability (%) | 48.5981 | 40.7407 | 56.6038 | 48.5981 | 40.7407 | 56.6038 |
Ratio Avg Win / Avg Loss | 1.9688 | 3.643 | 0.7798 | 1.0886 | 1.7267 | 0.6317 |
Largest Winning Trade | 420844 | 420844 | 37581 | 732789 | 732789 | 243526 |
Largest Losing Trade | -35038 | -35038 | -26235 | -604689 | -604689 | -315699 |
Avg Bars in Trades | 44 | 54 | 34 | 44 | 54 | 34 |
Avg Bars in Winners | 51 | 81 | 29 | 51 | 81 | 29 |
Avg Bars in Losers | 38 | 35 | 41 | 38 | 35 | 41 |
Bars Traded | 4770 | 2927 | 1843 | 4770 | 2927 | 1843 |
Profit Streak | 7.4152 | 7.9152 | 0 | 7.4152 | 7.9152 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 472931 | -169050 | -736716 | -292266 | -202208 | -759977 |
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{ "first_band": { "type": "dema", "factors": { "length": 104, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 37, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 104, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 37, "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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