Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1426947.0112 | 1372406.5579 | 54540.4534 | 3425895.7327 | 4533367.0008 | -1107471.2681 |
Total P&L (%) | 1426.947 | 1372.4066 | 54.5405 | 3425.8957 | 4533.367 | -1107.4713 |
Avg Daily Profit (%) | 0.7853 | 0.7553 | 0.03 | 0.1963 | 0.2113 | 0 |
Buy And Hold Return (%) | 658.4248 | 658.4248 | 658.4248 | 658.4248 | 658.4248 | 658.4248 |
Max Trade Drawdown | -104168 | -64367 | -68518 | -8201017 | -4460285 | -5015911 |
Profit Factor | 3.0786 | 5.4677 | 1.1438 | 1.1254 | 1.3806 | 0.9282 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Losing Trades | 77 | 40 | 37 | 77 | 40 | 37 |
Profitability (%) | 37.9032 | 35.4839 | 40.3226 | 37.9032 | 35.4839 | 40.3226 |
Ratio Avg Win / Avg Loss | 5.0437 | 9.9412 | 1.6928 | 1.8437 | 2.5102 | 1.3737 |
Largest Winning Trade | 873182 | 873182 | 75104 | 5585812 | 5585812 | 3550436 |
Largest Losing Trade | -30687 | -23765 | -30687 | -1955302 | -1518792 | -1955302 |
Avg Bars in Trades | 173 | 154 | 191 | 173 | 154 | 191 |
Avg Bars in Winners | 309 | 275 | 340 | 309 | 275 | 340 |
Avg Bars in Losers | 89 | 88 | 90 | 89 | 88 | 90 |
Bars Traded | 21460 | 9589 | 11871 | 21460 | 9589 | 11871 |
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 | 315809 | -145508 | -538032 | -79074 | -150357 | -737332 |
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{ "first_band": { "type": "vwma", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 135, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "dema", "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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