Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 815174.0784 | 644822.7391 | 170351.3393 | 7844256.8918 | 3192111.0642 | 4652145.8276 |
Total P&L (%) | 815.1741 | 644.8227 | 170.3513 | 7844.2569 | 3192.1111 | 4652.1458 |
Avg Daily Profit (%) | 0.5038 | 0.3985 | 0.1053 | 0.2708 | 0.2162 | 0.2389 |
Buy And Hold Return (%) | 20.6143 | 20.6143 | 20.6143 | 20.6143 | 20.6143 | 20.6143 |
Max Trade Drawdown | -93010 | -104637 | -70452 | -4614608 | -4777007 | -2803083 |
Profit Factor | 2.4122 | 3.2614 | 1.5832 | 1.3558 | 1.2589 | 1.4788 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 54 | 29 | 25 | 54 | 29 | 25 |
Profitability (%) | 45.4545 | 42 | 48.9796 | 45.4545 | 42 | 48.9796 |
Ratio Avg Win / Avg Loss | 2.8946 | 4.5039 | 1.6492 | 1.627 | 1.7384 | 1.5404 |
Largest Winning Trade | 164718 | 164718 | 65031 | 3554498 | 3554498 | 2707173 |
Largest Losing Trade | -46910 | -26773 | -46910 | -2803083 | -1882531 | -2803083 |
Avg Bars in Trades | 192 | 162 | 223 | 192 | 162 | 223 |
Avg Bars in Winners | 322 | 286 | 354 | 322 | 286 | 354 |
Avg Bars in Losers | 84 | 72 | 97 | 84 | 72 | 97 |
Bars Traded | 19050 | 8103 | 10947 | 19050 | 8103 | 10947 |
Profit Streak | 0 | 0 | 543.0186 | 0 | 0 | 543.0186 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 494141 | -167197 | -48841 | 312280 | -174046 | 407409 |
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{ "first_band": { "type": "vwma", "factors": { "length": 215, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 107, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 215, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 107, "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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