Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 54580.197 | 38230.7753 | 16349.4217 | 45967.9952 | 57056.3118 | -11088.3166 |
Total P&L (%) | 54.5802 | 38.2308 | 16.3494 | 45.968 | 57.0563 | -11.0883 |
Avg Daily Profit (%) | 0.3929 | 0.2752 | 0.1177 | 0.2726 | 0.3255 | -0.0846 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31776 | -17754 | -30921 | -50805 | -26801 | -61661 |
Profit Factor | 1.2349 | 1.3337 | 1.1388 | 1.147 | 1.4021 | 0.9351 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Losing Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Profitability (%) | 56.6327 | 56.1224 | 57.1429 | 56.6327 | 56.1224 | 57.1429 |
Ratio Avg Win / Avg Loss | 0.9457 | 1.0427 | 0.8541 | 0.8783 | 1.0962 | 0.7013 |
Largest Winning Trade | 17601 | 17601 | 13407 | 23467 | 23467 | 11048 |
Largest Losing Trade | -17433 | -13166 | -17433 | -33201 | -17868 | -33201 |
Avg Bars in Trades | 65 | 71 | 59 | 65 | 71 | 59 |
Avg Bars in Winners | 58 | 61 | 56 | 58 | 61 | 56 |
Avg Bars in Losers | 73 | 85 | 62 | 73 | 85 | 62 |
Bars Traded | 12808 | 7009 | 5798 | 12808 | 7009 | 5798 |
Profit Streak | 0 | 140.5252 | 0 | 0 | 140.5252 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 229179 | 224813 | -115820 | -53864 | 309937 | -581926 |
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{ "first_band": { "type": "dema", "factors": { "length": 170, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 96, "offset": 0 } } }
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# | 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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