Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 640989.6397 | 506555.7905 | 134433.8492 | 1359741.0325 | 677095.7209 | 682645.3115 |
Total P&L (%) | 640.9896 | 506.5558 | 134.4338 | 1359.741 | 677.0957 | 682.6453 |
Avg Daily Profit (%) | 0.3322 | 0.2625 | 0.0697 | 0.139 | 0.1063 | 0.1067 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95530 | -106010 | -141754 | -774289 | -485469 | -530699 |
Profit Factor | 1.7745 | 2.5227 | 1.2716 | 1.3217 | 1.3622 | 1.2895 |
Total Trades | 145 | 73 | 72 | 145 | 73 | 72 |
Winning Trades | 57 | 22 | 35 | 57 | 22 | 35 |
Losing Trades | 88 | 51 | 37 | 88 | 51 | 37 |
Profitability (%) | 39.3103 | 30.137 | 48.6111 | 39.3103 | 30.137 | 48.6111 |
Ratio Avg Win / Avg Loss | 2.7395 | 5.8481 | 1.3443 | 2.0405 | 3.1578 | 1.3632 |
Largest Winning Trade | 108613 | 108613 | 53662 | 543106 | 543106 | 414811 |
Largest Losing Trade | -54237 | -16688 | -54237 | -406950 | -183451 | -406950 |
Avg Bars in Trades | 154 | 102 | 207 | 154 | 102 | 207 |
Avg Bars in Winners | 279 | 204 | 326 | 279 | 204 | 326 |
Avg Bars in Losers | 73 | 58 | 94 | 73 | 58 | 94 |
Bars Traded | 22405 | 7472 | 14933 | 22405 | 7472 | 14933 |
Profit Streak | 0 | 0 | 75.9039 | 0 | 0 | 75.9039 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315322 | -66301 | -179451 | -9478 | -128753 | -129574 |
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{ "first_band": { "type": "vwma", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 136, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 136, "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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