Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1585506.2984 | 1507416.1431 | 78090.1553 | 67021647.4505 | 54272363.1627 | 12749284.2878 |
Total P&L (%) | 1585.5063 | 1507.4161 | 78.0902 | 67021.6475 | 54272.3632 | 12749.2843 |
Avg Daily Profit (%) | 0.6985 | 0.6641 | 0.0344 | 0.2872 | 0.2779 | 0.2142 |
Buy And Hold Return (%) | 10201.8781 | 10201.8781 | 10201.8781 | 10201.8781 | 10201.8781 | 10201.8781 |
Max Trade Drawdown | -135968 | -124526 | -115709 | -21026534 | -11042975 | -17459543 |
Profit Factor | 3.7855 | 7.4064 | 1.2339 | 2.1765 | 3.3417 | 1.3773 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 56 | 30 | 26 | 56 | 30 | 26 |
Losing Trades | 62 | 29 | 33 | 62 | 29 | 33 |
Profitability (%) | 47.4576 | 50.8475 | 44.0678 | 47.4576 | 50.8475 | 44.0678 |
Ratio Avg Win / Avg Loss | 4.1911 | 7.1595 | 1.5661 | 2.4097 | 3.2303 | 1.7481 |
Largest Winning Trade | 612410 | 612410 | 64699 | 25460677 | 25460677 | 18389059 |
Largest Losing Trade | -37721 | -26775 | -37721 | -11294056 | -3566991 | -11294056 |
Avg Bars in Trades | 74 | 79 | 68 | 74 | 79 | 68 |
Avg Bars in Winners | 120 | 124 | 115 | 120 | 124 | 115 |
Avg Bars in Losers | 32 | 32 | 31 | 32 | 32 | 31 |
Bars Traded | 8736 | 4673 | 4062 | 8736 | 4673 | 4062 |
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 | -147250 | -321815 | -490907 | 430605 | -162597 | -257254 |
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{ "first_band": { "type": "dema", "factors": { "length": 175, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 21, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 175, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 21, "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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