Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 500579.9226 | 428120.8255 | 72459.0971 | 936867.806 | 741378.446 | 195489.36 |
Total P&L (%) | 500.5799 | 428.1208 | 72.4591 | 936.8678 | 741.3784 | 195.4894 |
Avg Daily Profit (%) | 0.3546 | 0.3032 | 0.0513 | 0.1658 | 0.151 | 0.0768 |
Buy And Hold Return (%) | 54.3095 | 54.3095 | 54.3095 | 54.3095 | 54.3095 | 54.3095 |
Max Trade Drawdown | -88219 | -94509 | -57556 | -410474 | -466738 | -227912 |
Profit Factor | 2.3395 | 3.0374 | 1.443 | 1.4953 | 1.6603 | 1.2543 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 23 | 12 | 11 | 23 | 12 | 11 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 35.3846 | 36.3636 | 34.375 | 35.3846 | 36.3636 | 34.375 |
Ratio Avg Win / Avg Loss | 4.2722 | 5.3155 | 2.7548 | 2.7306 | 2.9055 | 2.3946 |
Largest Winning Trade | 154878 | 154878 | 66901 | 681952 | 681952 | 235669 |
Largest Losing Trade | -41400 | -24688 | -41400 | -203446 | -203446 | -155177 |
Avg Bars in Trades | 124 | 109 | 140 | 124 | 109 | 140 |
Avg Bars in Winners | 234 | 228 | 240 | 234 | 228 | 240 |
Avg Bars in Losers | 64 | 41 | 88 | 64 | 41 | 88 |
Bars Traded | 8115 | 3611 | 4504 | 8115 | 3611 | 4504 |
Profit Streak | 0 | 0 | 509.3186 | 0 | 0 | 509.3186 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -128147 | 323202 | -189639 | -131827 | 195679 | -97632 |
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{ "first_band": { "type": "vwma", "factors": { "length": 192, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 56, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 192, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 56, "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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