Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1089855.7895 | 15314.8951 | -1105170.6846 | -1238259.1958 | -8794175.3514 | 7555916.1556 |
Total P&L (%) | -1089.8558 | 15.3149 | -1105.1707 | -1238.2592 | -8794.1754 | 7555.9162 |
Avg Daily Profit (%) | -0.5978 | 0.0084 | -0.6062 | 0 | 0 | 0.2382 |
Buy And Hold Return (%) | 812.046 | 812.046 | 812.046 | 812.046 | 812.046 | 812.046 |
Max Trade Drawdown | -1204920 | -207935 | -1163720 | -17334418 | -13723534 | -3795876 |
Profit Factor | 0.36 | 1.0501 | 0.2089 | 0.9543 | 0.4695 | 1.7194 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 53 | 25 | 28 | 34 | 15 | 19 |
Losing Trades | 31 | 17 | 14 | 50 | 27 | 23 |
Profitability (%) | 63.0952 | 59.5238 | 66.6667 | 40.4762 | 35.7143 | 45.2381 |
Ratio Avg Win / Avg Loss | 0.2106 | 0.714 | 0.1044 | 1.4033 | 0.8452 | 2.0814 |
Largest Winning Trade | 47793 | 47793 | 46024 | 10626340 | 2741825 | 10626340 |
Largest Losing Trade | -570968 | -74451 | -570968 | -11898388 | -11898388 | -2520673 |
Avg Bars in Trades | 249 | 252 | 246 | 249 | 252 | 246 |
Avg Bars in Winners | 126 | 120 | 130 | 284 | 282 | 286 |
Avg Bars in Losers | 461 | 447 | 478 | 226 | 236 | 214 |
Bars Traded | 20978 | 10616 | 10362 | 20978 | 10616 | 10362 |
Profit Streak | 42.7137 | 42.797 | 42.7137 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577155 | -512237 | -578022 | -582590 | -586290 | 353332 |
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{ "first_band": { "type": "vwma", "factors": { "length": 50, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 240, "offset": 225 } } }
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# | 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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