Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -697339.1278 | 166520.132 | -863859.2598 | -239996.4426 | 7033316.1087 | -7273312.5513 |
Total P&L (%) | -697.3391 | 166.5201 | -863.8593 | -239.9964 | 7033.3161 | -7273.3126 |
Avg Daily Profit (%) | -0.3211 | 0.0767 | -0.3977 | 0 | 0.1967 | 0 |
Buy And Hold Return (%) | 428.1195 | 428.1195 | 428.1195 | 428.1195 | 428.1195 | 428.1195 |
Max Trade Drawdown | -845790 | -123672 | -952822 | -20188020 | -11122941 | -12747675 |
Profit Factor | 0.5106 | 1.6548 | 0.2621 | 0.9908 | 1.5783 | 0.4828 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 42 | 19 | 23 | 26 | 16 | 10 |
Losing Trades | 24 | 14 | 10 | 40 | 17 | 23 |
Profitability (%) | 63.6364 | 57.5758 | 69.697 | 39.3939 | 48.4848 | 30.303 |
Ratio Avg Win / Avg Loss | 0.2918 | 1.2193 | 0.1139 | 1.5244 | 1.6769 | 1.1104 |
Largest Winning Trade | 61531 | 61531 | 38083 | 9635424 | 9635424 | 3030674 |
Largest Losing Trade | -834164 | -59889 | -834164 | -3843156 | -3843156 | -2743624 |
Avg Bars in Trades | 125 | 156 | 93 | 125 | 156 | 93 |
Avg Bars in Winners | 61 | 64 | 59 | 182 | 244 | 83 |
Avg Bars in Losers | 236 | 282 | 172 | 88 | 74 | 98 |
Bars Traded | 8275 | 5178 | 3097 | 8275 | 5178 | 3097 |
Profit Streak | 84.6718 | 0 | 538.4218 | 0 | 319.9218 | 0 |
Trades During Streak | 1 | 0 | 7 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -706952 | -253381 | -576846 | -710902 | 405260 | -586796 |
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{ "first_band": { "type": "dema", "factors": { "length": 132, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 100, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 132, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 100, "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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