Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1619671.9857 | 1497063.2077 | 122608.7781 | 150260617.8652 | 122343156.9127 | 27917460.9526 |
Total P&L (%) | 1619.672 | 1497.0632 | 122.6088 | 150260.6179 | 122343.1569 | 27917.461 |
Avg Daily Profit (%) | 0.7138 | 0.6598 | 0.054 | 0.3229 | 0.3139 | 0.2487 |
Buy And Hold Return (%) | 9832.5432 | 9832.5432 | 9832.5432 | 9832.5432 | 9832.5432 | 9832.5432 |
Max Trade Drawdown | -62486 | -73360 | -110141 | -93032145 | -43689219 | -84505366 |
Profit Factor | 4.5331 | 8.1515 | 1.4922 | 1.7203 | 2.3209 | 1.2407 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 57.1429 | 54.7619 | 59.5238 | 57.1429 | 54.7619 | 59.5238 |
Ratio Avg Win / Avg Loss | 3.3998 | 6.7338 | 1.0147 | 1.2902 | 1.9173 | 0.8437 |
Largest Winning Trade | 427754 | 427754 | 55048 | 101189094 | 101189094 | 41870712 |
Largest Losing Trade | -41881 | -37416 | -41881 | -60602639 | -33992326 | -60602639 |
Avg Bars in Trades | 78 | 91 | 64 | 78 | 91 | 64 |
Avg Bars in Winners | 101 | 124 | 81 | 101 | 124 | 81 |
Avg Bars in Losers | 46 | 52 | 40 | 46 | 52 | 40 |
Bars Traded | 6584 | 3857 | 2727 | 6584 | 3857 | 2727 |
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 | -144745 | -144621 | -283999 | 445977 | 507276 | 163165 |
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{ "first_band": { "type": "dema", "factors": { "length": 123, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 34, "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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