Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 227333.184 | 52836.1654 | 174497.0186 | 129701.6248 | -27158.2239 | 156859.8486 |
Total P&L (%) | 227.3332 | 52.8362 | 174.497 | 129.7016 | -27.1582 | 156.8598 |
Avg Daily Profit (%) | 0.1505 | 0.035 | 0.1155 | 0.0551 | -0.021 | 0.0625 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86404 | -78178 | -51493 | -150012 | -160388 | -102425 |
Profit Factor | 1.4364 | 1.1882 | 1.7266 | 1.1555 | 0.9369 | 1.3888 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 64 | 25 | 39 | 64 | 25 | 39 |
Losing Trades | 67 | 41 | 26 | 67 | 41 | 26 |
Profitability (%) | 48.855 | 37.8788 | 60 | 48.855 | 37.8788 | 60 |
Ratio Avg Win / Avg Loss | 1.5037 | 1.9486 | 1.1511 | 1.2097 | 1.5365 | 0.9258 |
Largest Winning Trade | 97525 | 97525 | 71099 | 93094 | 64615 | 93094 |
Largest Losing Trade | -26367 | -19484 | -26367 | -49688 | -42054 | -49688 |
Avg Bars in Trades | 135 | 91 | 179 | 135 | 91 | 179 |
Avg Bars in Winners | 194 | 134 | 233 | 194 | 134 | 233 |
Avg Bars in Losers | 78 | 65 | 98 | 78 | 65 | 98 |
Bars Traded | 17725 | 6056 | 11669 | 17725 | 6056 | 11669 |
Profit Streak | 0 | 0 | 78.9672 | 0 | 0 | 78.9672 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328621 | -288909 | -166026 | -168912 | -707172 | -239965 |
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{ "first_band": { "type": "vwma", "factors": { "length": 99, "offset": 36 } }, "second_band": { "type": "dema", "factors": { "length": 140, "offset": 14 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 99, "offset": 36 } }, "second_band": { "type": "dema", "factors": { "length": 140, "offset": 14 } } }
# | 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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