Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 996241.7566 | 881375.1602 | 114866.5964 | 5767821.7819 | 1866834.6667 | 3900987.1152 |
Total P&L (%) | 996.2418 | 881.3752 | 114.8666 | 5767.8218 | 1866.8347 | 3900.9871 |
Avg Daily Profit (%) | 0.5395 | 0.4773 | 0.0622 | 0.2208 | 0.1615 | 0.2 |
Buy And Hold Return (%) | 195.393 | 195.393 | 195.393 | 195.393 | 195.393 | 195.393 |
Max Trade Drawdown | -74110 | -52042 | -57385 | -5349155 | -3536430 | -4016921 |
Profit Factor | 2.7235 | 4.5518 | 1.3482 | 1.3997 | 1.2274 | 1.6272 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Losing Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Profitability (%) | 37.6471 | 39.5349 | 35.7143 | 37.6471 | 39.5349 | 35.7143 |
Ratio Avg Win / Avg Loss | 4.5107 | 6.9616 | 2.4267 | 2.3183 | 1.8772 | 2.9289 |
Largest Winning Trade | 424438 | 424438 | 78169 | 3038348 | 2664203 | 3038348 |
Largest Losing Trade | -50091 | -29378 | -50091 | -1672238 | -1672238 | -1414651 |
Avg Bars in Trades | 127 | 124 | 130 | 127 | 124 | 130 |
Avg Bars in Winners | 243 | 223 | 265 | 243 | 223 | 265 |
Avg Bars in Losers | 57 | 60 | 55 | 57 | 60 | 55 |
Bars Traded | 10851 | 5356 | 5495 | 10851 | 5356 | 5495 |
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 | 370502 | 435139 | -279662 | 195940 | 159863 | 201821 |
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{ "first_band": { "type": "vwma", "factors": { "length": 129, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 116, "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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