Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2127058.2038 | 2035383.0773 | 91675.1265 | 4054228.8136 | 9556297.5766 | -5502068.7629 |
Total P&L (%) | 2127.0582 | 2035.3831 | 91.6751 | 4054.2288 | 9556.2976 | -5502.0688 |
Avg Daily Profit (%) | 0.9558 | 0.9146 | 0.0412 | 0.1676 | 0.2056 | 0 |
Buy And Hold Return (%) | 390.1984 | 390.1984 | 390.1984 | 390.1984 | 390.1984 | 390.1984 |
Max Trade Drawdown | -140572 | -93735 | -71983 | -19091088 | -9753788 | -11282920 |
Profit Factor | 4.4521 | 9.1348 | 1.2505 | 1.086 | 1.4794 | 0.7979 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Profitability (%) | 29.2929 | 28.5714 | 30 | 29.2929 | 28.5714 | 30 |
Ratio Avg Win / Avg Loss | 10.7466 | 22.837 | 2.9179 | 2.6213 | 3.6985 | 1.8618 |
Largest Winning Trade | 1834235 | 1834235 | 54648 | 9584683 | 9584683 | 4857849 |
Largest Losing Trade | -48923 | -32284 | -48923 | -5842795 | -5693937 | -5842795 |
Avg Bars in Trades | 43 | 36 | 50 | 43 | 36 | 50 |
Avg Bars in Winners | 110 | 87 | 131 | 110 | 87 | 131 |
Avg Bars in Losers | 15 | 15 | 15 | 15 | 15 | 15 |
Bars Traded | 4282 | 1778 | 2504 | 4282 | 1778 | 2504 |
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 | 325129 | 228562 | -490878 | -127719 | -3879 | -766111 |
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{ "first_band": { "type": "vwma", "factors": { "length": 96, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 9, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 96, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 9, "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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