Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2137959.9698 | 2090114.0518 | 47845.9179 | 24243950.0086 | 24284949.9912 | -40999.9826 |
Total P&L (%) | 2137.96 | 2090.1141 | 47.8459 | 24243.95 | 24284.95 | -41 |
Avg Daily Profit (%) | 0.9468 | 0.9256 | 0.0212 | 0.2436 | 0.2437 | -0.0234 |
Buy And Hold Return (%) | 8501.3016 | 8501.3016 | 8501.3016 | 8501.3016 | 8501.3016 | 8501.3016 |
Max Trade Drawdown | -95709 | -73659 | -48631 | -11269247 | -5339971 | -9240250 |
Profit Factor | 6.0408 | 11.1748 | 1.2188 | 1.7101 | 2.5383 | 0.9978 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Losing Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Profitability (%) | 47.0588 | 48.8372 | 45.2381 | 47.0588 | 48.8372 | 45.2381 |
Ratio Avg Win / Avg Loss | 6.7959 | 11.707 | 1.4753 | 1.9238 | 2.6591 | 1.2078 |
Largest Winning Trade | 1387489 | 1387489 | 47672 | 17654122 | 17654122 | 7461041 |
Largest Losing Trade | -32154 | -32154 | -23626 | -3823571 | -3823571 | -3641547 |
Avg Bars in Trades | 102 | 106 | 98 | 102 | 106 | 98 |
Avg Bars in Winners | 148 | 145 | 151 | 148 | 145 | 151 |
Avg Bars in Losers | 61 | 68 | 54 | 61 | 68 | 54 |
Bars Traded | 8703 | 4576 | 4127 | 8703 | 4576 | 4127 |
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 | -144872 | -144375 | -332551 | 269710 | 345981 | -580919 |
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{ "first_band": { "type": "ema", "factors": { "length": 104, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 40, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 104, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 40, "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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