Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 927328.3917 | 708762.4112 | 218565.9805 | 13957853.5865 | 7554698.5284 | 6403155.0582 |
Total P&L (%) | 927.3284 | 708.7624 | 218.566 | 13957.8536 | 7554.6985 | 6403.1551 |
Avg Daily Profit (%) | 0.4693 | 0.3587 | 0.1106 | 0.2506 | 0.2198 | 0.2115 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65054 | -77962 | -72975 | -8202206 | -6431672 | -7258451 |
Profit Factor | 2.6083 | 3.526 | 1.7384 | 1.3956 | 1.4043 | 1.3857 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 72 | 38 | 34 | 72 | 38 | 34 |
Profitability (%) | 37.3913 | 34.4828 | 40.3509 | 37.3913 | 34.4828 | 40.3509 |
Ratio Avg Win / Avg Loss | 4.3674 | 6.6994 | 2.5698 | 2.3368 | 2.6683 | 2.0484 |
Largest Winning Trade | 206884 | 206884 | 67003 | 6558260 | 6558260 | 3293627 |
Largest Losing Trade | -52358 | -24921 | -52358 | -3240265 | -3027261 | -3240265 |
Avg Bars in Trades | 100 | 77 | 123 | 100 | 77 | 123 |
Avg Bars in Winners | 213 | 169 | 250 | 213 | 169 | 250 |
Avg Bars in Losers | 33 | 28 | 37 | 33 | 28 | 37 |
Bars Traded | 11544 | 4493 | 7051 | 11544 | 4493 | 7051 |
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 | 385762 | -170259 | -225838 | 203447 | -176328 | -173953 |
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{ "first_band": { "type": "vwma", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 44, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 44, "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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