Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 604847.1651 | 369634.2012 | 235212.9639 | 1407756.0888 | 33305.8393 | 1374450.2495 |
Total P&L (%) | 604.8472 | 369.6342 | 235.213 | 1407.7561 | 33.3058 | 1374.4502 |
Avg Daily Profit (%) | 0.3333 | 0.2037 | 0.1296 | 0.1496 | 0.0158 | 0.1484 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84848 | -73269 | -74894 | -2007700 | -2059813 | -632883 |
Profit Factor | 1.8609 | 1.9279 | 1.7732 | 1.17 | 1.0072 | 1.3773 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 55 | 20 | 35 | 55 | 20 | 35 |
Losing Trades | 97 | 56 | 41 | 97 | 56 | 41 |
Profitability (%) | 36.1842 | 26.3158 | 46.0526 | 36.1842 | 26.3158 | 46.0526 |
Ratio Avg Win / Avg Loss | 3.282 | 5.3982 | 2.0772 | 2.0634 | 2.8201 | 1.6135 |
Largest Winning Trade | 264786 | 264786 | 73160 | 1279988 | 1279988 | 713812 |
Largest Losing Trade | -20797 | -17887 | -20797 | -394601 | -391339 | -394601 |
Avg Bars in Trades | 141 | 114 | 168 | 141 | 114 | 168 |
Avg Bars in Winners | 251 | 226 | 266 | 251 | 226 | 266 |
Avg Bars in Losers | 78 | 74 | 83 | 78 | 74 | 83 |
Bars Traded | 21445 | 8676 | 12769 | 21445 | 8676 | 12769 |
Profit Streak | 47.7387 | 47.7387 | 56.6554 | 47.7387 | 47.7387 | 56.6554 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343802 | -61599 | -66648 | -28484 | -458932 | -42893 |
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{ "first_band": { "type": "vwma", "factors": { "length": 171, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 68, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 171, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 68, "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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