Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 162816.5636 | 73051.6978 | 89764.8658 | 257506.3477 | 124987.1503 | 132519.1974 |
Total P&L (%) | 162.8166 | 73.0517 | 89.7649 | 257.5063 | 124.9872 | 132.5192 |
Avg Daily Profit (%) | 0.6252 | 0.2805 | 0.3447 | 0.4904 | 0.3119 | 0.3245 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41122 | -64806 | -33061 | -55677 | -57017 | -39793 |
Profit Factor | 1.4542 | 1.3861 | 1.5304 | 1.5378 | 1.4963 | 1.5838 |
Total Trades | 226 | 113 | 113 | 226 | 113 | 113 |
Winning Trades | 94 | 48 | 46 | 94 | 48 | 46 |
Losing Trades | 132 | 65 | 67 | 132 | 65 | 67 |
Profitability (%) | 41.5929 | 42.4779 | 40.708 | 41.5929 | 42.4779 | 40.708 |
Ratio Avg Win / Avg Loss | 2.0421 | 1.877 | 2.2291 | 2.1595 | 2.0263 | 2.3069 |
Largest Winning Trade | 27835 | 27835 | 22619 | 39454 | 39454 | 24917 |
Largest Losing Trade | -13755 | -13755 | -11727 | -27029 | -27029 | -17457 |
Avg Bars in Trades | 108 | 118 | 99 | 108 | 118 | 99 |
Avg Bars in Winners | 171 | 177 | 165 | 171 | 177 | 165 |
Avg Bars in Losers | 63 | 74 | 53 | 63 | 74 | 53 |
Bars Traded | 24559 | 13358 | 11201 | 24559 | 13358 | 11201 |
Profit Streak | 4.3925 | 0 | 4.9237 | 4.3925 | 0 | 4.9237 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 362044 | 196408 | 263192 | 338955 | 230312 | 268739 |
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{ "first_band": { "type": "dema", "factors": { "length": 200, "offset": 29 } }, "second_band": { "type": "vwma", "factors": { "length": 98, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 200, "offset": 29 } }, "second_band": { "type": "vwma", "factors": { "length": 98, "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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