Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 64171.2977 | 38725.759 | 25445.5387 | 54237.4742 | 51337.4576 | 2900.0166 |
Total P&L (%) | 64.1713 | 38.7258 | 25.4455 | 54.2375 | 51.3375 | 2.9 |
Avg Daily Profit (%) | 0.462 | 0.2788 | 0.1832 | 0.3124 | 0.2987 | 0.0206 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33911 | -23676 | -31368 | -51789 | -23542 | -55769 |
Profit Factor | 1.3874 | 1.5481 | 1.2679 | 1.2708 | 1.7117 | 1.0226 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 72 | 33 | 39 | 72 | 33 | 39 |
Losing Trades | 26 | 16 | 10 | 26 | 16 | 10 |
Profitability (%) | 73.4694 | 67.3469 | 79.5918 | 73.4694 | 67.3469 | 79.5918 |
Ratio Avg Win / Avg Loss | 0.501 | 0.7506 | 0.3251 | 0.4589 | 0.8299 | 0.2622 |
Largest Winning Trade | 19560 | 19560 | 11532 | 20017 | 20017 | 12511 |
Largest Losing Trade | -31368 | -19105 | -31368 | -49060 | -18880 | -49060 |
Avg Bars in Trades | 130 | 133 | 128 | 130 | 133 | 128 |
Avg Bars in Winners | 102 | 107 | 98 | 102 | 107 | 98 |
Avg Bars in Losers | 209 | 186 | 245 | 209 | 186 | 245 |
Bars Traded | 12817 | 6528 | 6289 | 12817 | 6528 | 6289 |
Profit Streak | 135.76 | 135.76 | 145.1871 | 135.76 | 135.76 | 145.1871 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 416652 | 252914 | 206878 | 321161 | 317516 | -524872 |
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{ "first_band": { "type": "tema", "factors": { "length": 219, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 150, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 219, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 150, "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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