Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 159679.7641 | 133125.8603 | 26553.9039 | 110965.9155 | 98936.9477 | 12028.9678 |
Total P&L (%) | 159.6798 | 133.1259 | 26.5539 | 110.9659 | 98.9369 | 12.029 |
Avg Daily Profit (%) | 0.1533 | 0.1278 | 0.0255 | 0.0717 | 0.0661 | 0.0109 |
Buy And Hold Return (%) | 13.8875 | 13.8875 | 13.8875 | 13.8875 | 13.8875 | 13.8875 |
Max Trade Drawdown | -76397 | -72209 | -66808 | -206676 | -195684 | -180434 |
Profit Factor | 1.275 | 1.4686 | 1.0896 | 1.0845 | 1.1481 | 1.0186 |
Total Trades | 210 | 105 | 105 | 210 | 105 | 105 |
Winning Trades | 94 | 48 | 46 | 94 | 48 | 46 |
Losing Trades | 116 | 57 | 59 | 116 | 57 | 59 |
Profitability (%) | 44.7619 | 45.7143 | 43.8095 | 44.7619 | 45.7143 | 43.8095 |
Ratio Avg Win / Avg Loss | 1.5734 | 1.7439 | 1.3975 | 1.3383 | 1.3634 | 1.3065 |
Largest Winning Trade | 50985 | 50985 | 27800 | 112233 | 112233 | 75556 |
Largest Losing Trade | -26434 | -16394 | -26434 | -80227 | -55753 | -80227 |
Avg Bars in Trades | 117 | 117 | 117 | 117 | 117 | 117 |
Avg Bars in Winners | 166 | 157 | 176 | 166 | 157 | 176 |
Avg Bars in Losers | 77 | 84 | 71 | 77 | 84 | 71 |
Bars Traded | 24717 | 12377 | 12340 | 24717 | 12377 | 12340 |
Profit Streak | 17.4265 | 17.4265 | 20.6349 | 17.4265 | 17.4265 | 20.6349 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302167 | -21554 | -290438 | -224689 | -163681 | -546207 |
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{ "first_band": { "type": "dema", "factors": { "length": 160, "offset": 51 } }, "second_band": { "type": "vwma", "factors": { "length": 85, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 160, "offset": 51 } }, "second_band": { "type": "vwma", "factors": { "length": 85, "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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