Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2046321.1253 | 1849185.3875 | 197135.7378 | 49380654.8294 | 34596337.5602 | 14784317.2692 |
Total P&L (%) | 2046.3211 | 1849.1854 | 197.1357 | 49380.6548 | 34596.3376 | 14784.3173 |
Avg Daily Profit (%) | 0.8174 | 0.7386 | 0.0787 | 0.2481 | 0.2339 | 0.2 |
Buy And Hold Return (%) | 501.1982 | 501.1982 | 501.1982 | 501.1982 | 501.1982 | 501.1982 |
Max Trade Drawdown | -98223 | -60360 | -72749 | -62216770 | -30884227 | -54000704 |
Profit Factor | 6.5434 | 11.5681 | 2.0153 | 1.3249 | 1.4646 | 1.1908 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 45.7143 | 45.7143 | 45.7143 | 45.7143 | 45.7143 | 45.7143 |
Ratio Avg Win / Avg Loss | 7.7703 | 13.7371 | 2.3931 | 1.5734 | 1.7392 | 1.414 |
Largest Winning Trade | 1332452 | 1332452 | 55668 | 32089926 | 32089926 | 20379708 |
Largest Losing Trade | -26424 | -16141 | -26424 | -24494517 | -8662312 | -24494517 |
Avg Bars in Trades | 140 | 119 | 161 | 140 | 119 | 161 |
Avg Bars in Winners | 234 | 203 | 265 | 234 | 203 | 265 |
Avg Bars in Losers | 61 | 49 | 73 | 61 | 49 | 73 |
Bars Traded | 9830 | 4183 | 5647 | 9830 | 4183 | 5647 |
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 | -80883 | 611829 | -251438 | -90647 | 318672 | -4331 |
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{ "first_band": { "type": "vwma", "factors": { "length": 88, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 135, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 88, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 135, "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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