Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 347953.9596 | 157746.8701 | 190207.0895 | 900488.4205 | 470218.4265 | 430269.9941 |
Total P&L (%) | 347.954 | 157.7469 | 190.2071 | 900.4884 | 470.2184 | 430.27 |
Avg Daily Profit (%) | 0.3113 | 0.1411 | 0.1702 | 0.2062 | 0.1559 | 0.1493 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67298 | -59186 | -55627 | -536474 | -307115 | -408371 |
Profit Factor | 1.9389 | 1.8158 | 2.0732 | 1.4343 | 1.4702 | 1.4009 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 56 | 26 | 30 | 56 | 26 | 30 |
Losing Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Profitability (%) | 51.8519 | 48.1481 | 55.5556 | 51.8519 | 48.1481 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.8004 | 1.9554 | 1.6585 | 1.3319 | 1.5833 | 1.1207 |
Largest Winning Trade | 71803 | 71803 | 43142 | 294608 | 294608 | 200758 |
Largest Losing Trade | -50041 | -24241 | -50041 | -199686 | -196635 | -199686 |
Avg Bars in Trades | 59 | 24 | 94 | 59 | 24 | 94 |
Avg Bars in Winners | 86 | 25 | 138 | 86 | 25 | 138 |
Avg Bars in Losers | 30 | 23 | 39 | 30 | 23 | 39 |
Bars Traded | 6442 | 1325 | 5117 | 6442 | 1325 | 5117 |
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 | 460138 | -181700 | -168027 | 342832 | -171019 | -172310 |
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{ "first_band": { "type": "vwma", "factors": { "length": 64, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 117, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 64, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 117, "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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