Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 861926.6383 | 770037.7606 | 91888.8777 | 332797.021 | 280464.0308 | 52332.9902 |
Total P&L (%) | 861.9266 | 770.0378 | 91.8889 | 332.797 | 280.464 | 52.333 |
Avg Daily Profit (%) | 0.3711 | 0.3316 | 0.0396 | 0.0631 | 0.0576 | 0.0181 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -165686 | -131379 | -192484 | -2479643 | -1910607 | -1158946 |
Profit Factor | 1.6063 | 2.1436 | 1.1228 | 1.0349 | 1.056 | 1.0116 |
Total Trades | 286 | 143 | 143 | 286 | 143 | 143 |
Winning Trades | 106 | 47 | 59 | 106 | 47 | 59 |
Losing Trades | 180 | 96 | 84 | 180 | 96 | 84 |
Profitability (%) | 37.0629 | 32.8671 | 41.2587 | 37.0629 | 32.8671 | 41.2587 |
Ratio Avg Win / Avg Loss | 2.7276 | 4.3784 | 1.5985 | 1.7574 | 2.1569 | 1.4402 |
Largest Winning Trade | 516674 | 516674 | 69699 | 825461 | 825461 | 411365 |
Largest Losing Trade | -45313 | -35690 | -45313 | -464283 | -464283 | -364028 |
Avg Bars in Trades | 32 | 26 | 38 | 32 | 26 | 38 |
Avg Bars in Winners | 57 | 47 | 66 | 57 | 47 | 66 |
Avg Bars in Losers | 17 | 16 | 18 | 17 | 16 | 18 |
Bars Traded | 9257 | 3818 | 5439 | 9257 | 3818 | 5439 |
Profit Streak | 0 | 0 | 30.0892 | 0 | 0 | 30.0892 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324199 | 240446 | -227438 | -293229 | -280443 | -380666 |
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{ "first_band": { "type": "vwma", "factors": { "length": 28, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 28, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 28, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 28, "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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