Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 953863.5178 | 776739.7969 | 177123.7209 | 28874153.6221 | 41489923.2771 | -12615769.655 |
Total P&L (%) | 953.8635 | 776.7398 | 177.1237 | 28874.1536 | 41489.9233 | -12615.7697 |
Avg Daily Profit (%) | 0.3816 | 0.3108 | 0.0709 | 0.2271 | 0.2416 | 0 |
Buy And Hold Return (%) | 636.3395 | 636.3395 | 636.3395 | 636.3395 | 636.3395 | 636.3395 |
Max Trade Drawdown | -78051 | -53331 | -74030 | -19707674 | -9463229 | -22554485 |
Profit Factor | 3.1534 | 4.4056 | 1.8243 | 1.5667 | 3.1192 | 0.5979 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Losing Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Profitability (%) | 53.7815 | 53.3333 | 54.2373 | 53.7815 | 53.3333 | 54.2373 |
Ratio Avg Win / Avg Loss | 2.71 | 3.8549 | 1.5393 | 1.3464 | 2.7293 | 0.5045 |
Largest Winning Trade | 187055 | 187055 | 49462 | 26255858 | 26255858 | 4981124 |
Largest Losing Trade | -66440 | -31538 | -66440 | -12434478 | -7963589 | -12434478 |
Avg Bars in Trades | 121 | 142 | 99 | 121 | 142 | 99 |
Avg Bars in Winners | 137 | 144 | 131 | 137 | 144 | 131 |
Avg Bars in Losers | 102 | 140 | 62 | 102 | 140 | 62 |
Bars Traded | 14440 | 8555 | 5885 | 14440 | 8555 | 5885 |
Profit Streak | 73.0985 | 104.9318 | 0 | 73.0985 | 104.9318 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 231928 | -248581 | -436763 | 408479 | -153437 | -756909 |
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{ "first_band": { "type": "dema", "factors": { "length": 240, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 90, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 240, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 90, "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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