Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1181362.5776 | 1148869.3323 | 32493.2453 | -967983.0256 | 5759767.8019 | -6727750.8275 |
Total P&L (%) | 1181.3626 | 1148.8693 | 32.4932 | -967.983 | 5759.7678 | -6727.7508 |
Avg Daily Profit (%) | 0.6488 | 0.631 | 0.0178 | 0 | 0.2238 | 0 |
Buy And Hold Return (%) | 724.7479 | 724.7479 | 724.7479 | 724.7479 | 724.7479 | 724.7479 |
Max Trade Drawdown | -122904 | -78475 | -109155 | -9181289 | -1666409 | -8119596 |
Profit Factor | 3.4647 | 6.6588 | 1.1176 | 0.9183 | 3.2219 | 0.2726 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 28 | 13 | 15 | 30 | 17 | 13 |
Losing Trades | 30 | 16 | 14 | 28 | 12 | 16 |
Profitability (%) | 48.2759 | 44.8276 | 51.7241 | 51.7241 | 58.6207 | 44.8276 |
Ratio Avg Win / Avg Loss | 3.7122 | 8.1955 | 1.0431 | 0.857 | 2.2743 | 0.3356 |
Largest Winning Trade | 565238 | 565238 | 66991 | 5629684 | 5629684 | 1135163 |
Largest Losing Trade | -109155 | -37404 | -109155 | -7232304 | -1575537 | -7232304 |
Avg Bars in Trades | 120 | 154 | 86 | 120 | 154 | 86 |
Avg Bars in Winners | 110 | 133 | 91 | 132 | 190 | 57 |
Avg Bars in Losers | 128 | 171 | 80 | 106 | 103 | 109 |
Bars Traded | 6975 | 4472 | 2503 | 6975 | 4472 | 2503 |
Profit Streak | 1.8105 | 0 | 3.8105 | 0 | 4.0605 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -173268 | 307039 | -426178 | -760054 | 550739 | -582844 |
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{ "first_band": { "type": "dema", "factors": { "length": 235, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 84, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 235, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 84, "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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