Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 798642.7987 | 845353.0893 | -46710.2907 | -94947.9327 | -37961.9633 | -56985.9694 |
Total P&L (%) | 798.6428 | 845.3531 | -46.7103 | -94.9479 | -37.962 | -56.986 |
Avg Daily Profit (%) | 0.3343 | 0.3539 | -0.0196 | -0.1249 | -0.02 | -0.0353 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -213532 | -112447 | -220838 | -110034 | -57194 | -83704 |
Profit Factor | 2.011 | 3.0795 | 0.8782 | 0.6527 | 0.7719 | 0.4674 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Profitability (%) | 53.9683 | 48.3871 | 59.375 | 53.9683 | 48.3871 | 59.375 |
Ratio Avg Win / Avg Loss | 1.7153 | 3.2848 | 0.6009 | 0.5567 | 0.8233 | 0.3198 |
Largest Winning Trade | 389878 | 389878 | 49403 | 40778 | 40778 | 11240 |
Largest Losing Trade | -85670 | -85670 | -83446 | -57194 | -57194 | -56281 |
Avg Bars in Trades | 99 | 148 | 52 | 99 | 148 | 52 |
Avg Bars in Winners | 129 | 216 | 60 | 129 | 216 | 60 |
Avg Bars in Losers | 64 | 85 | 39 | 64 | 85 | 39 |
Bars Traded | 6277 | 4610 | 1667 | 6277 | 4610 | 1667 |
Profit Streak | 468.5318 | 468.5318 | 522.8651 | 468.5318 | 468.5318 | 522.8651 |
Trades During Streak | 5 | 2 | 6 | 5 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -136105 | 559094 | -578208 | -729890 | -580484 | -578208 |
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{ "first_band": { "type": "dema", "factors": { "length": 233, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 88, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 233, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 88, "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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