Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 334362.8749 | 313499.2294 | 20863.6455 | 117211.1518 | 559005.0007 | -441793.8489 |
Total P&L (%) | 334.3629 | 313.4992 | 20.8636 | 117.2112 | 559.005 | -441.7938 |
Avg Daily Profit (%) | 0.276 | 0.2588 | 0.0172 | 0.064 | 0.1558 | 0 |
Buy And Hold Return (%) | 33.308 | 33.308 | 33.308 | 33.308 | 33.308 | 33.308 |
Max Trade Drawdown | -111856 | -67702 | -104442 | -989575 | -433727 | -902635 |
Profit Factor | 1.9581 | 2.9056 | 1.1131 | 1.0522 | 1.6827 | 0.6901 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Losing Trades | 21 | 9 | 12 | 21 | 9 | 12 |
Profitability (%) | 64.4068 | 70 | 58.6207 | 64.4068 | 70 | 58.6207 |
Ratio Avg Win / Avg Loss | 1.0821 | 1.2452 | 0.7857 | 0.5815 | 0.7211 | 0.4871 |
Largest Winning Trade | 266507 | 266507 | 37853 | 290516 | 290516 | 171642 |
Largest Losing Trade | -59039 | -54988 | -59039 | -689311 | -274057 | -689311 |
Avg Bars in Trades | 78 | 99 | 56 | 78 | 99 | 56 |
Avg Bars in Winners | 45 | 49 | 40 | 45 | 49 | 40 |
Avg Bars in Losers | 137 | 216 | 78 | 137 | 216 | 78 |
Bars Traded | 4620 | 2984 | 1636 | 4620 | 2984 | 1636 |
Profit Streak | 22.4427 | 23.6927 | 0 | 22.4427 | 23.6927 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -166205 | 563415 | -432331 | -451892 | 401761 | -579715 |
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{ "first_band": { "type": "dema", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 75, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 75, "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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