Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 255415.698 | 158980.9983 | 96434.6997 | 6417.7521 | -19515.4483 | 25933.2004 |
Total P&L (%) | 255.4157 | 158.981 | 96.4347 | 6.4178 | -19.5154 | 25.9332 |
Avg Daily Profit (%) | 0.1601 | 0.0996 | 0.0604 | 0.0039 | -0.0136 | 0.0145 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111895 | -122222 | -58958 | -255713 | -169582 | -86131 |
Profit Factor | 1.4453 | 1.498 | 1.3791 | 1.008 | 0.9581 | 1.0762 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 62 | 29 | 33 | 62 | 29 | 33 |
Losing Trades | 26 | 15 | 11 | 26 | 15 | 11 |
Profitability (%) | 70.4545 | 65.9091 | 75 | 70.4545 | 65.9091 | 75 |
Ratio Avg Win / Avg Loss | 0.6061 | 0.7748 | 0.4597 | 0.4227 | 0.4956 | 0.3587 |
Largest Winning Trade | 68232 | 68232 | 30649 | 67852 | 67852 | 58347 |
Largest Losing Trade | -75381 | -64986 | -75381 | -94785 | -94785 | -75381 |
Avg Bars in Trades | 104 | 128 | 79 | 104 | 128 | 79 |
Avg Bars in Winners | 61 | 75 | 49 | 61 | 75 | 49 |
Avg Bars in Losers | 204 | 229 | 171 | 204 | 229 | 171 |
Bars Traded | 9152 | 5636 | 3516 | 9152 | 5636 | 3516 |
Profit Streak | 86.2563 | 86.2563 | 118.7563 | 86.2563 | 86.2563 | 118.7563 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 401630 | -57266 | -109076 | -562249 | -577696 | -311179 |
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{ "first_band": { "type": "tema", "factors": { "length": 87, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 183, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 87, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 183, "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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