Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 284802.4471 | 303723.2412 | -18920.7941 | -65311.8886 | 194579.3567 | -259891.2453 |
Total P&L (%) | 284.8024 | 303.7232 | -18.9208 | -65.3119 | 194.5794 | -259.8912 |
Avg Daily Profit (%) | 0.1486 | 0.1585 | -0.0099 | -0.0552 | 0.0564 | 0 |
Buy And Hold Return (%) | 37.269 | 37.269 | 37.269 | 37.269 | 37.269 | 37.269 |
Max Trade Drawdown | -210460 | -185378 | -203066 | -315196 | -197080 | -411163 |
Profit Factor | 1.1605 | 1.3476 | 0.979 | 0.9561 | 1.3227 | 0.7064 |
Total Trades | 579 | 289 | 290 | 579 | 289 | 290 |
Winning Trades | 313 | 146 | 167 | 313 | 146 | 167 |
Losing Trades | 266 | 143 | 123 | 266 | 143 | 123 |
Profitability (%) | 54.0587 | 50.519 | 57.5862 | 54.0587 | 50.519 | 57.5862 |
Ratio Avg Win / Avg Loss | 0.9862 | 1.3199 | 0.7211 | 0.8125 | 1.2955 | 0.5203 |
Largest Winning Trade | 94882 | 94882 | 33885 | 80590 | 80590 | 63258 |
Largest Losing Trade | -73407 | -46759 | -73407 | -107049 | -59922 | -107049 |
Avg Bars in Trades | 39 | 44 | 33 | 39 | 44 | 33 |
Avg Bars in Winners | 38 | 47 | 29 | 38 | 47 | 29 |
Avg Bars in Losers | 40 | 42 | 39 | 40 | 42 | 39 |
Bars Traded | 22756 | 13001 | 9755 | 22756 | 13001 | 9755 |
Profit Streak | 13.1078 | 0 | 14.6078 | 13.1078 | 0 | 14.6078 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -36192 | 311915 | -578243 | -576619 | -117562 | -578243 |
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{ "first_band": { "type": "dema", "factors": { "length": 85, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 38, "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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