Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 750637.8538 | 544969.7779 | 205668.0759 | 5363721.0508 | 3314620.1768 | 2049100.8741 |
Total P&L (%) | 750.6379 | 544.9698 | 205.6681 | 5363.7211 | 3314.6202 | 2049.1009 |
Avg Daily Profit (%) | 0.4232 | 0.3073 | 0.116 | 0.2258 | 0.1993 | 0.1731 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87758 | -81020 | -56903 | -7642838 | -5319612 | -5081636 |
Profit Factor | 3.1592 | 3.5269 | 2.5584 | 1.2393 | 1.248 | 1.2265 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Profitability (%) | 54.6875 | 50 | 59.375 | 54.6875 | 50 | 59.375 |
Ratio Avg Win / Avg Loss | 2.6176 | 3.5269 | 1.7505 | 1.0268 | 1.248 | 0.8392 |
Largest Winning Trade | 229487 | 229487 | 76541 | 3761155 | 3761155 | 2849412 |
Largest Losing Trade | -35381 | -35381 | -30013 | -3136779 | -2459938 | -3136779 |
Avg Bars in Trades | 79 | 109 | 49 | 79 | 109 | 49 |
Avg Bars in Winners | 92 | 126 | 63 | 92 | 126 | 63 |
Avg Bars in Losers | 64 | 92 | 29 | 64 | 92 | 29 |
Bars Traded | 5089 | 3498 | 1591 | 5089 | 3498 | 1591 |
Profit Streak | 107.4495 | 107.4495 | 149.4495 | 107.4495 | 107.4495 | 149.4495 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -125479 | 597408 | -30785 | -133491 | 314018 | 299177 |
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{ "first_band": { "type": "dema", "factors": { "length": 45, "offset": 99 } }, "second_band": { "type": "vwma", "factors": { "length": 213, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 45, "offset": 99 } }, "second_band": { "type": "vwma", "factors": { "length": 213, "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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