Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1509624.1865 | 1473981.266 | 35642.9204 | 2442504.9957 | 3180182.0447 | -737677.049 |
Total P&L (%) | 1509.6242 | 1473.9813 | 35.6429 | 2442.505 | 3180.182 | -737.677 |
Avg Daily Profit (%) | 0.8269 | 0.8073 | 0.0195 | 0.1774 | 0.1914 | 0 |
Buy And Hold Return (%) | 814.4739 | 814.4739 | 814.4739 | 814.4739 | 814.4739 | 814.4739 |
Max Trade Drawdown | -104445 | -122641 | -57033 | -1868306 | -1957887 | -1350392 |
Profit Factor | 3.5541 | 5.7278 | 1.1276 | 1.2574 | 1.6404 | 0.837 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Losing Trades | 45 | 25 | 20 | 45 | 25 | 20 |
Profitability (%) | 40.7895 | 34.2105 | 47.3684 | 40.7895 | 34.2105 | 47.3684 |
Ratio Avg Win / Avg Loss | 5.1592 | 11.015 | 1.2529 | 1.8252 | 3.1546 | 0.93 |
Largest Winning Trade | 753715 | 753715 | 70153 | 2337077 | 2337077 | 1079659 |
Largest Losing Trade | -32615 | -29819 | -32615 | -655074 | -644565 | -655074 |
Avg Bars in Trades | 92 | 102 | 82 | 92 | 102 | 82 |
Avg Bars in Winners | 139 | 182 | 108 | 139 | 182 | 108 |
Avg Bars in Losers | 59 | 60 | 57 | 59 | 60 | 57 |
Bars Traded | 7006 | 3890 | 3116 | 7006 | 3890 | 3116 |
Profit Streak | 0 | 195.1374 | 0 | 0 | 195.1374 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -45301 | 308743 | -413709 | -51692 | 143846 | -581788 |
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{ "first_band": { "type": "dema", "factors": { "length": 201, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 33, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 201, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 33, "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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