Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 334998.0576 | 345007.4507 | -10009.3931 | 225686.2373 | 278423.0271 | -52736.7898 |
Total P&L (%) | 334.9981 | 345.0075 | -10.0094 | 225.6862 | 278.423 | -52.7368 |
Avg Daily Profit (%) | 0.2373 | 0.2444 | -0.0071 | 0.0837 | 0.0943 | -0.0531 |
Buy And Hold Return (%) | 70.5571 | 70.5571 | 70.5571 | 70.5571 | 70.5571 | 70.5571 |
Max Trade Drawdown | -117392 | -64726 | -105527 | -464049 | -299695 | -282195 |
Profit Factor | 1.8092 | 2.652 | 0.9512 | 1.1682 | 1.3599 | 0.9072 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 21 | 13 | 8 | 21 | 13 | 8 |
Losing Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Profitability (%) | 35 | 43.3333 | 26.6667 | 35 | 43.3333 | 26.6667 |
Ratio Avg Win / Avg Loss | 3.36 | 3.4681 | 2.6158 | 2.1695 | 1.7784 | 2.4949 |
Largest Winning Trade | 121665 | 121665 | 65140 | 218358 | 215797 | 218358 |
Largest Losing Trade | -47271 | -47271 | -41474 | -271696 | -271696 | -125692 |
Avg Bars in Trades | 134 | 108 | 160 | 134 | 108 | 160 |
Avg Bars in Winners | 220 | 188 | 273 | 220 | 188 | 273 |
Avg Bars in Losers | 88 | 47 | 119 | 88 | 47 | 119 |
Bars Traded | 8074 | 3257 | 4817 | 8074 | 3257 | 4817 |
Profit Streak | 0 | 0 | 595.7771 | 0 | 0 | 595.7771 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -169796 | 323548 | -599933 | -298218 | -70411 | -599933 |
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{ "first_band": { "type": "vwma", "factors": { "length": 100, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 159, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 100, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 159, "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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