Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 712058.0805 | 433811.6788 | 278246.4017 | 11132464.5151 | 9867162.7073 | 1265301.8078 |
Total P&L (%) | 712.0581 | 433.8117 | 278.2464 | 11132.4645 | 9867.1627 | 1265.3018 |
Avg Daily Profit (%) | 0.4201 | 0.2559 | 0.1642 | 0.2789 | 0.2719 | 0.1543 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104371 | -79262 | -61315 | -7746916 | -3184607 | -5354879 |
Profit Factor | 1.7151 | 1.8671 | 1.5617 | 1.669 | 2.2963 | 1.1401 |
Total Trades | 397 | 199 | 198 | 397 | 199 | 198 |
Winning Trades | 144 | 67 | 77 | 144 | 67 | 77 |
Losing Trades | 253 | 132 | 121 | 253 | 132 | 121 |
Profitability (%) | 36.272 | 33.6683 | 38.8889 | 36.272 | 33.6683 | 38.8889 |
Ratio Avg Win / Avg Loss | 3.0133 | 3.6784 | 2.454 | 2.9323 | 4.524 | 1.7917 |
Largest Winning Trade | 86423 | 86423 | 51764 | 3900263 | 3900263 | 3032628 |
Largest Losing Trade | -17715 | -15219 | -17715 | -871134 | -871134 | -820943 |
Avg Bars in Trades | 50 | 52 | 49 | 50 | 52 | 49 |
Avg Bars in Winners | 90 | 94 | 87 | 90 | 94 | 87 |
Avg Bars in Losers | 28 | 31 | 24 | 28 | 31 | 24 |
Bars Traded | 20185 | 10460 | 9725 | 20185 | 10460 | 9725 |
Profit Streak | 24.4506 | 47.2006 | 24.4506 | 24.4506 | 47.2006 | 24.4506 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 409341 | 259050 | 245258 | 362705 | 308772 | -60908 |
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{ "first_band": { "type": "dema", "factors": { "length": 108, "offset": 14 } }, "second_band": { "type": "vwma", "factors": { "length": 16, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 108, "offset": 14 } }, "second_band": { "type": "vwma", "factors": { "length": 16, "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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