Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 671473.4517 | 553098.3393 | 118375.1124 | 2117936.26 | 2937110.285 | -819174.0249 |
Total P&L (%) | 671.4735 | 553.0983 | 118.3751 | 2117.9363 | 2937.1103 | -819.174 |
Avg Daily Profit (%) | 0.2685 | 0.2212 | 0.0473 | 0.124 | 0.1366 | 0 |
Buy And Hold Return (%) | 30.8948 | 30.8948 | 30.8948 | 30.8948 | 30.8948 | 30.8948 |
Max Trade Drawdown | -96895 | -67197 | -93548 | -5620177 | -3720103 | -3134699 |
Profit Factor | 1.7887 | 2.4172 | 1.2568 | 1.0919 | 1.2521 | 0.9282 |
Total Trades | 157 | 79 | 78 | 157 | 79 | 78 |
Winning Trades | 70 | 33 | 37 | 70 | 33 | 37 |
Losing Trades | 87 | 46 | 41 | 87 | 46 | 41 |
Profitability (%) | 44.586 | 41.7722 | 47.4359 | 44.586 | 41.7722 | 47.4359 |
Ratio Avg Win / Avg Loss | 2.2232 | 3.3694 | 1.3926 | 1.357 | 1.7453 | 1.0285 |
Largest Winning Trade | 104718 | 104718 | 65394 | 3137158 | 3137158 | 1218525 |
Largest Losing Trade | -52661 | -21584 | -52661 | -1636147 | -1636147 | -1385599 |
Avg Bars in Trades | 62 | 52 | 73 | 62 | 52 | 73 |
Avg Bars in Winners | 101 | 88 | 112 | 101 | 88 | 112 |
Avg Bars in Losers | 31 | 26 | 37 | 31 | 26 | 37 |
Bars Traded | 9810 | 4114 | 5696 | 9810 | 4114 | 5696 |
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 | 386389 | -17333 | -167699 | -147799 | -39522 | -614566 |
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{ "first_band": { "type": "vwma", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 40, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 40, "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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