Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 598663.5656 | 353628.6161 | 245034.9495 | 1667314.3429 | -99129.1571 | 1766443.5 |
Total P&L (%) | 598.6636 | 353.6286 | 245.0349 | 1667.3143 | -99.1292 | 1766.4435 |
Avg Daily Profit (%) | 0.3317 | 0.1959 | 0.1358 | 0.1592 | -0.2625 | 0.1623 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79961 | -61402 | -61994 | -1630662 | -1329869 | -1630604 |
Profit Factor | 2.2287 | 2.312 | 2.1256 | 1.2035 | 0.9771 | 1.4564 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 34 | 13 | 21 | 34 | 13 | 21 |
Losing Trades | 53 | 31 | 22 | 53 | 31 | 22 |
Profitability (%) | 39.0805 | 29.5455 | 48.8372 | 39.0805 | 29.5455 | 48.8372 |
Ratio Avg Win / Avg Loss | 3.4741 | 5.5132 | 2.2268 | 1.8761 | 2.3299 | 1.5257 |
Largest Winning Trade | 267772 | 267772 | 62161 | 954718 | 954718 | 850970 |
Largest Losing Trade | -49983 | -27386 | -49983 | -1224840 | -628747 | -1224840 |
Avg Bars in Trades | 121 | 79 | 164 | 121 | 79 | 164 |
Avg Bars in Winners | 219 | 140 | 268 | 219 | 140 | 268 |
Avg Bars in Losers | 58 | 53 | 64 | 58 | 53 | 64 |
Bars Traded | 10540 | 3476 | 7063 | 10540 | 3476 | 7063 |
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 | 338059 | 81569 | -8161 | 154101 | -587722 | 340720 |
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{ "first_band": { "type": "vwma", "factors": { "length": 114, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 96, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 114, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 96, "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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