Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1072799.0594 | 949981.8544 | 122817.205 | 1640876.2844 | 2405470.7217 | -764594.4372 |
Total P&L (%) | 1072.7991 | 949.9819 | 122.8172 | 1640.8763 | 2405.4707 | -764.5944 |
Avg Daily Profit (%) | 0.4639 | 0.4108 | 0.0531 | 0.1236 | 0.1394 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -203404 | -142347 | -171020 | -16349437 | -11057260 | -5292176 |
Profit Factor | 1.861 | 2.5521 | 1.1937 | 1.0516 | 1.1333 | 0.9443 |
Total Trades | 219 | 110 | 109 | 219 | 110 | 109 |
Winning Trades | 77 | 36 | 41 | 77 | 36 | 41 |
Losing Trades | 142 | 74 | 68 | 142 | 74 | 68 |
Profitability (%) | 35.1598 | 32.7273 | 37.6147 | 35.1598 | 32.7273 | 37.6147 |
Ratio Avg Win / Avg Loss | 3.432 | 5.246 | 1.9799 | 1.9394 | 2.3295 | 1.5662 |
Largest Winning Trade | 504780 | 504780 | 58752 | 10673668 | 10673668 | 1789333 |
Largest Losing Trade | -34518 | -32857 | -34518 | -3169073 | -3087473 | -3169073 |
Avg Bars in Trades | 61 | 55 | 67 | 61 | 55 | 67 |
Avg Bars in Winners | 117 | 111 | 123 | 117 | 111 | 123 |
Avg Bars in Losers | 30 | 28 | 33 | 30 | 28 | 33 |
Bars Traded | 13413 | 6093 | 7320 | 13413 | 6093 | 7320 |
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 | 331227 | 278165 | -133363 | -194801 | -86339 | -583080 |
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{ "first_band": { "type": "vwma", "factors": { "length": 76, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 30, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 76, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 30, "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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