Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2300644.8968 | 2490663.7073 | -190018.8104 | -120569.6546 | -51326.05 | -69243.6046 |
Total P&L (%) | 2300.6449 | 2490.6637 | -190.0188 | -120.5697 | -51.3261 | -69.2436 |
Avg Daily Profit (%) | 1.172 | 1.2688 | -0.0968 | 0 | -0.0367 | -0.06 |
Buy And Hold Return (%) | 1208.2759 | 1208.2759 | 1208.2759 | 1208.2759 | 1208.2759 | 1208.2759 |
Max Trade Drawdown | -442710 | -131946 | -311436 | -163607 | -79466 | -84309 |
Profit Factor | 4.2771 | 10.2181 | 0.56 | 0.4784 | 0.5239 | 0.4386 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 30 | 18 | 12 | 27 | 13 | 14 |
Losing Trades | 37 | 16 | 21 | 40 | 21 | 19 |
Profitability (%) | 44.7761 | 52.9412 | 36.3636 | 40.2985 | 38.2353 | 42.4242 |
Ratio Avg Win / Avg Loss | 5.2751 | 9.0827 | 0.98 | 0.7087 | 0.8463 | 0.5952 |
Largest Winning Trade | 2490864 | 2490864 | 52559 | 28094 | 28094 | 24058 |
Largest Losing Trade | -111356 | -59179 | -111356 | -50665 | -50665 | -33381 |
Avg Bars in Trades | 171 | 140 | 203 | 171 | 140 | 203 |
Avg Bars in Winners | 272 | 199 | 381 | 138 | 102 | 172 |
Avg Bars in Losers | 89 | 74 | 101 | 193 | 164 | 225 |
Bars Traded | 11492 | 4789 | 6703 | 11492 | 4789 | 6703 |
Profit Streak | 0 | 0 | 596.3404 | 399.1737 | 552.8404 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -110083 | 575468 | -585522 | -705242 | -584786 | -583748 |
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{ "first_band": { "type": "vwma", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 161, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 161, "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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