Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1550657.5698 | 1495118.0383 | 55539.5315 | 3494470.0243 | 3796011.7236 | -301541.6993 |
Total P&L (%) | 1550.6576 | 1495.118 | 55.5395 | 3494.47 | 3796.0117 | -301.5417 |
Avg Daily Profit (%) | 0.8556 | 0.8249 | 0.0306 | 0.1978 | 0.2023 | 0 |
Buy And Hold Return (%) | 644.8042 | 644.8042 | 644.8042 | 644.8042 | 644.8042 | 644.8042 |
Max Trade Drawdown | -130138 | -55854 | -75972 | -10770652 | -4613528 | -6157124 |
Profit Factor | 3.4383 | 5.9007 | 1.1679 | 1.1263 | 1.2818 | 0.9788 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Losing Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Profitability (%) | 35.9649 | 36.8421 | 35.0877 | 35.9649 | 36.8421 | 35.0877 |
Ratio Avg Win / Avg Loss | 6.1219 | 10.1155 | 2.1605 | 2.0053 | 2.1974 | 1.8107 |
Largest Winning Trade | 916026 | 916026 | 76449 | 5683767 | 5683767 | 2529859 |
Largest Losing Trade | -25105 | -20440 | -25105 | -2365948 | -1755999 | -2365948 |
Avg Bars in Trades | 188 | 158 | 218 | 188 | 158 | 218 |
Avg Bars in Winners | 346 | 264 | 432 | 346 | 264 | 432 |
Avg Bars in Losers | 99 | 96 | 103 | 99 | 96 | 103 |
Bars Traded | 21495 | 9017 | 12478 | 21495 | 9017 | 12478 |
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 | 376020 | -168571 | -538626 | -78697 | -177051 | -764132 |
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{ "first_band": { "type": "vwma", "factors": { "length": 158, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 187, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 158, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 187, "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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