Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1204182.907 | 1198682.8631 | 5500.0439 | 1490082.1073 | 3913879.9334 | -2423797.8261 |
Total P&L (%) | 1204.1829 | 1198.6829 | 5.5 | 1490.0821 | 3913.8799 | -2423.7978 |
Avg Daily Profit (%) | 0.6624 | 0.6593 | 0.003 | 0.1523 | 0.2033 | 0 |
Buy And Hold Return (%) | 581.2892 | 581.2892 | 581.2892 | 581.2892 | 581.2892 | 581.2892 |
Max Trade Drawdown | -124543 | -75758 | -156566 | -3507406 | -2078507 | -3185126 |
Profit Factor | 2.6394 | 4.8794 | 1.0129 | 1.121 | 1.7687 | 0.6642 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 57 | 31 | 26 | 57 | 31 | 26 |
Losing Trades | 77 | 36 | 41 | 77 | 36 | 41 |
Profitability (%) | 42.5373 | 46.2687 | 38.806 | 42.5373 | 46.2687 | 38.806 |
Ratio Avg Win / Avg Loss | 3.5655 | 5.6664 | 1.5973 | 1.5144 | 2.054 | 1.0474 |
Largest Winning Trade | 903724 | 903724 | 75594 | 1779107 | 1779107 | 750649 |
Largest Losing Trade | -36024 | -33729 | -36024 | -1072769 | -1072769 | -971626 |
Avg Bars in Trades | 52 | 47 | 58 | 52 | 47 | 58 |
Avg Bars in Winners | 77 | 65 | 92 | 77 | 65 | 92 |
Avg Bars in Losers | 34 | 30 | 37 | 34 | 30 | 37 |
Bars Traded | 7098 | 3149 | 3949 | 7098 | 3149 | 3949 |
Profit Streak | 27.5952 | 0 | 29.5952 | 27.5952 | 0 | 29.5952 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309802 | -105213 | -680056 | -84141 | -107167 | -699418 |
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{ "first_band": { "type": "vwma", "factors": { "length": 44, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 114, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 44, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 114, "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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