Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 865588.569 | 670772.3935 | 194816.1754 | 13204888.4776 | 4979596.7482 | 8225291.7294 |
Total P&L (%) | 865.5886 | 670.7724 | 194.8162 | 13204.8885 | 4979.5967 | 8225.2917 |
Avg Daily Profit (%) | 0.535 | 0.4146 | 0.1204 | 0.3027 | 0.2431 | 0.2737 |
Buy And Hold Return (%) | 28.1868 | 28.1868 | 28.1868 | 28.1868 | 28.1868 | 28.1868 |
Max Trade Drawdown | -74116 | -89294 | -109974 | -4454813 | -5807911 | -3799909 |
Profit Factor | 2.2349 | 2.8708 | 1.569 | 1.4598 | 1.293 | 1.7017 |
Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Winning Trades | 64 | 30 | 34 | 64 | 30 | 34 |
Losing Trades | 75 | 40 | 35 | 75 | 40 | 35 |
Profitability (%) | 46.0432 | 42.8571 | 49.2754 | 46.0432 | 42.8571 | 49.2754 |
Ratio Avg Win / Avg Loss | 2.619 | 3.8277 | 1.6151 | 1.7107 | 1.724 | 1.7517 |
Largest Winning Trade | 164532 | 164532 | 68193 | 5921804 | 5921804 | 3312375 |
Largest Losing Trade | -49301 | -23377 | -49301 | -3050247 | -2799121 | -3050247 |
Avg Bars in Trades | 137 | 117 | 156 | 137 | 117 | 156 |
Avg Bars in Winners | 218 | 204 | 229 | 218 | 204 | 229 |
Avg Bars in Losers | 67 | 52 | 85 | 67 | 52 | 85 |
Bars Traded | 19052 | 8248 | 10804 | 19052 | 8248 | 10804 |
Profit Streak | 0 | 0 | 498.3746 | 0 | 0 | 498.3746 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 503408 | -81883 | -131140 | 357003 | -87677 | -89763 |
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{ "first_band": { "type": "vwma", "factors": { "length": 147, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 141, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 147, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 141, "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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