Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1351045.6507 | 1241565.748 | 109479.9027 | 446252.954 | -200192.3147 | 646445.2687 |
Total P&L (%) | 1351.0457 | 1241.5657 | 109.4799 | 446.253 | -200.1923 | 646.4453 |
Avg Daily Profit (%) | 0.5747 | 0.5281 | 0.0466 | 0.0723 | 0 | 0.0855 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -179457 | -103341 | -152279 | -702156 | -616704 | -324536 |
Profit Factor | 2.6717 | 4.1373 | 1.2654 | 1.1717 | 0.8653 | 1.5808 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 40 | 14 | 26 | 40 | 14 | 26 |
Losing Trades | 57 | 35 | 22 | 57 | 35 | 22 |
Profitability (%) | 41.2371 | 28.5714 | 54.1667 | 41.2371 | 28.5714 | 54.1667 |
Ratio Avg Win / Avg Loss | 3.8071 | 10.3431 | 1.0708 | 1.6696 | 2.1634 | 1.3376 |
Largest Winning Trade | 1125211 | 1125211 | 65596 | 416821 | 324773 | 416821 |
Largest Losing Trade | -59423 | -25363 | -59423 | -164209 | -164209 | -137606 |
Avg Bars in Trades | 143 | 116 | 170 | 143 | 116 | 170 |
Avg Bars in Winners | 252 | 233 | 262 | 252 | 233 | 262 |
Avg Bars in Losers | 67 | 69 | 62 | 67 | 69 | 62 |
Bars Traded | 13905 | 5719 | 8186 | 13905 | 5719 | 8186 |
Profit Streak | 0 | 0 | 122.8859 | 0 | 0 | 122.8859 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 474749 | 134964 | -129251 | -130218 | -592255 | -74942 |
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{ "first_band": { "type": "vwma", "factors": { "length": 156, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 90, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 156, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 90, "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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