Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1173408.7637 | 1153152.1163 | 20256.6473 | 1705628.1302 | 1632111.9333 | 73516.1969 |
Total P&L (%) | 1173.4088 | 1153.1521 | 20.2566 | 1705.6281 | 1632.1119 | 73.5162 |
Avg Daily Profit (%) | 0.6472 | 0.636 | 0.0112 | 0.1597 | 0.1574 | 0.0304 |
Buy And Hold Return (%) | 595.8982 | 595.8982 | 595.8982 | 595.8982 | 595.8982 | 595.8982 |
Max Trade Drawdown | -148416 | -77202 | -95126 | -2642132 | -1457038 | -1587704 |
Profit Factor | 3.1957 | 5.4192 | 1.0741 | 1.3141 | 1.637 | 1.0256 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 49.2063 | 48.3871 | 50 | 49.2063 | 48.3871 | 50 |
Ratio Avg Win / Avg Loss | 3.2987 | 5.7805 | 1.0741 | 1.3565 | 1.7462 | 1.0256 |
Largest Winning Trade | 593976 | 593976 | 76942 | 1616877 | 1616877 | 669976 |
Largest Losing Trade | -51592 | -51592 | -39441 | -1076582 | -838838 | -1076582 |
Avg Bars in Trades | 108 | 136 | 82 | 108 | 136 | 82 |
Avg Bars in Winners | 142 | 179 | 109 | 142 | 179 | 109 |
Avg Bars in Losers | 76 | 96 | 55 | 76 | 96 | 55 |
Bars Traded | 6864 | 4235 | 2629 | 6864 | 4235 | 2629 |
Profit Streak | 0 | 72.7851 | 0 | 0 | 72.7851 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -140435 | 447717 | -482770 | -146678 | 263564 | -510405 |
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{ "first_band": { "type": "ema", "factors": { "length": 82, "offset": 71 } }, "second_band": { "type": "vwma", "factors": { "length": 235, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 82, "offset": 71 } }, "second_band": { "type": "vwma", "factors": { "length": 235, "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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