Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 476768.2053 | 432601.9016 | 44166.3037 | 891331.4481 | 935782.2736 | -44450.8254 |
Total P&L (%) | 476.7682 | 432.6019 | 44.1663 | 891.3314 | 935.7823 | -44.4508 |
Avg Daily Profit (%) | 0.3377 | 0.3064 | 0.0313 | 0.1626 | 0.1657 | -0.0416 |
Buy And Hold Return (%) | 69.5652 | 69.5652 | 69.5652 | 69.5652 | 69.5652 | 69.5652 |
Max Trade Drawdown | -94790 | -67719 | -60763 | -564150 | -377928 | -342523 |
Profit Factor | 2.4296 | 3.6557 | 1.2589 | 1.5094 | 2.0011 | 0.9455 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 21 | 10 | 11 | 21 | 10 | 11 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 36.8421 | 34.4828 | 39.2857 | 36.8421 | 34.4828 | 39.2857 |
Ratio Avg Win / Avg Loss | 4.1651 | 6.9458 | 1.9456 | 2.5876 | 3.8021 | 1.4612 |
Largest Winning Trade | 149941 | 149941 | 68757 | 677582 | 677582 | 261932 |
Largest Losing Trade | -33279 | -21208 | -33279 | -153185 | -153185 | -105338 |
Avg Bars in Trades | 139 | 123 | 155 | 139 | 123 | 155 |
Avg Bars in Winners | 281 | 267 | 294 | 281 | 267 | 294 |
Avg Bars in Losers | 56 | 47 | 65 | 56 | 47 | 65 |
Bars Traded | 7932 | 3572 | 4360 | 7932 | 3572 | 4360 |
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 | -171564 | 314253 | -341151 | -174701 | 196472 | -604333 |
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{ "first_band": { "type": "vwma", "factors": { "length": 215, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 59, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 215, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 59, "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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