Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1672799.6632 | 1570909.1634 | 101890.4998 | 96560581.5279 | 83798798.1906 | 12761783.3373 |
Total P&L (%) | 1672.7997 | 1570.9092 | 101.8905 | 96560.5815 | 83798.7982 | 12761.7833 |
Avg Daily Profit (%) | 0.7389 | 0.6939 | 0.045 | 0.3041 | 0.2978 | 0.2148 |
Buy And Hold Return (%) | 9556.7735 | 9556.7735 | 9556.7735 | 9556.7735 | 9556.7735 | 9556.7735 |
Max Trade Drawdown | -137494 | -122194 | -90614 | -39694357 | -26939500 | -22052756 |
Profit Factor | 3.8654 | 7.0632 | 1.3138 | 1.7839 | 2.4214 | 1.1987 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 54 | 29 | 25 | 54 | 29 | 25 |
Losing Trades | 64 | 30 | 34 | 64 | 30 | 34 |
Profitability (%) | 45.7627 | 49.1525 | 42.3729 | 45.7627 | 49.1525 | 42.3729 |
Ratio Avg Win / Avg Loss | 4.5812 | 7.3068 | 1.7868 | 2.1142 | 2.5049 | 1.6302 |
Largest Winning Trade | 647501 | 647501 | 60866 | 61485380 | 61485380 | 18098870 |
Largest Losing Trade | -36585 | -26775 | -36585 | -15727890 | -11567953 | -15727890 |
Avg Bars in Trades | 74 | 78 | 70 | 74 | 78 | 70 |
Avg Bars in Winners | 122 | 128 | 115 | 122 | 128 | 115 |
Avg Bars in Losers | 34 | 30 | 37 | 34 | 30 | 37 |
Bars Traded | 8775 | 4632 | 4143 | 8775 | 4632 | 4143 |
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 | -147506 | -322000 | -476944 | 395130 | -163522 | -233767 |
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{ "first_band": { "type": "dema", "factors": { "length": 160, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 20, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 160, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 20, "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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