Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1496521.5855 | 1358822.5221 | 137699.0634 | 6158681.3453 | 2176430.2456 | 3982251.0997 |
Total P&L (%) | 1496.5216 | 1358.8225 | 137.6991 | 6158.6813 | 2176.4302 | 3982.2511 |
Avg Daily Profit (%) | 0.7183 | 0.6522 | 0.0661 | 0.1988 | 0.1501 | 0.1782 |
Buy And Hold Return (%) | 103.022 | 103.022 | 103.022 | 103.022 | 103.022 | 103.022 |
Max Trade Drawdown | -122392 | -77762 | -139497 | -4170845 | -5000311 | -2499661 |
Profit Factor | 2.6026 | 4.0874 | 1.2789 | 1.2056 | 1.134 | 1.2904 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 65 | 31 | 34 | 65 | 31 | 34 |
Losing Trades | 95 | 49 | 46 | 95 | 49 | 46 |
Profitability (%) | 40.625 | 38.75 | 42.5 | 40.625 | 38.75 | 42.5 |
Ratio Avg Win / Avg Loss | 3.8039 | 6.4607 | 1.7303 | 1.762 | 1.7924 | 1.7458 |
Largest Winning Trade | 919909 | 919909 | 70146 | 4264316 | 4264316 | 2149497 |
Largest Losing Trade | -41390 | -29077 | -41390 | -1706510 | -1522116 | -1706510 |
Avg Bars in Trades | 154 | 115 | 193 | 154 | 115 | 193 |
Avg Bars in Winners | 271 | 196 | 340 | 271 | 196 | 340 |
Avg Bars in Losers | 74 | 64 | 86 | 74 | 64 | 86 |
Bars Traded | 24754 | 9235 | 15519 | 24754 | 9235 | 15519 |
Profit Streak | 0 | 21.5425 | 0 | 0 | 21.5425 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 526450 | -4254 | -187044 | 210143 | -87740 | -13387 |
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{ "first_band": { "type": "vwma", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 159, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 159, "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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