Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2318177.1138 | 2279022.1327 | 39154.9812 | 1350864.4062 | 4069288.7731 | -2718424.3669 |
Total P&L (%) | 2318.1771 | 2279.0221 | 39.155 | 1350.8644 | 4069.2888 | -2718.4244 |
Avg Daily Profit (%) | 1.0415 | 1.0239 | 0.0176 | 0.1202 | 0.1677 | 0 |
Buy And Hold Return (%) | 523.1862 | 523.1862 | 523.1862 | 523.1862 | 523.1862 | 523.1862 |
Max Trade Drawdown | -197216 | -115920 | -104582 | -11011830 | -4772260 | -6826867 |
Profit Factor | 4.785 | 8.6184 | 1.125 | 1.0585 | 1.4122 | 0.7943 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 43 | 18 | 25 | 43 | 18 | 25 |
Losing Trades | 73 | 40 | 33 | 73 | 40 | 33 |
Profitability (%) | 37.069 | 31.0345 | 43.1034 | 37.069 | 31.0345 | 43.1034 |
Ratio Avg Win / Avg Loss | 8.1234 | 19.152 | 1.485 | 1.797 | 3.1382 | 1.0485 |
Largest Winning Trade | 2122690 | 2122690 | 49597 | 6059542 | 6059542 | 1778314 |
Largest Losing Trade | -49347 | -36511 | -49347 | -5035480 | -1841213 | -5035480 |
Avg Bars in Trades | 74 | 73 | 76 | 74 | 73 | 76 |
Avg Bars in Winners | 139 | 136 | 142 | 139 | 136 | 142 |
Avg Bars in Losers | 36 | 45 | 26 | 36 | 45 | 26 |
Bars Traded | 8696 | 4262 | 4434 | 8696 | 4262 | 4434 |
Profit Streak | 0 | 12.0883 | 0 | 0 | 12.0883 | 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 | 520307 | -167103 | -600926 | -195319 | -177444 | -761848 |
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{ "first_band": { "type": "dema", "factors": { "length": 9, "offset": 157 } }, "second_band": { "type": "vwma", "factors": { "length": 33, "offset": 0 } } }
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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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