Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1229707.8787 | 1042401.4115 | 187306.4673 | 3190183.9363 | -698494.2337 | 3888678.1699 |
Total P&L (%) | 1229.7079 | 1042.4014 | 187.3065 | 3190.1839 | -698.4942 | 3888.6782 |
Avg Daily Profit (%) | 0.5903 | 0.5004 | 0.0899 | 0.1678 | 0 | 0.1771 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87700 | -74054 | -105226 | -2443710 | -2555060 | -849681 |
Profit Factor | 3.1399 | 4.487 | 1.6793 | 1.364 | 0.8728 | 2.1891 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Losing Trades | 66 | 36 | 30 | 66 | 36 | 30 |
Profitability (%) | 35.2941 | 29.4118 | 41.1765 | 35.2941 | 29.4118 | 41.1765 |
Ratio Avg Win / Avg Loss | 5.7565 | 10.7689 | 2.399 | 2.5007 | 2.0948 | 3.1273 |
Largest Winning Trade | 922170 | 922170 | 62874 | 2027279 | 1540720 | 2027279 |
Largest Losing Trade | -22067 | -19694 | -22067 | -725321 | -725321 | -569002 |
Avg Bars in Trades | 241 | 181 | 302 | 241 | 181 | 302 |
Avg Bars in Winners | 509 | 390 | 594 | 509 | 390 | 594 |
Avg Bars in Losers | 95 | 94 | 97 | 95 | 94 | 97 |
Bars Traded | 24650 | 9237 | 15412 | 24650 | 9237 | 15412 |
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 | 429330 | -172679 | -253235 | 140456 | -768703 | -171479 |
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{ "first_band": { "type": "vwma", "factors": { "length": 196, "offset": 23 } }, "second_band": { "type": "dema", "factors": { "length": 239, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 196, "offset": 23 } }, "second_band": { "type": "dema", "factors": { "length": 239, "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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