Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1741868.6892 | 1486915.3922 | 254953.297 | 17448494.0998 | 6434270.8852 | 11014223.2146 |
Total P&L (%) | 1741.8687 | 1486.9154 | 254.9533 | 17448.4941 | 6434.2709 | 11014.2232 |
Avg Daily Profit (%) | 0.729 | 0.6223 | 0.1067 | 0.2165 | 0.1751 | 0.1973 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101581 | -63179 | -74069 | -40486974 | -20815249 | -35243447 |
Profit Factor | 4.3962 | 6.419 | 2.069 | 1.1584 | 1.1152 | 1.2028 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 42.8571 | 37.5 | 48.3871 | 42.8571 | 37.5 | 48.3871 |
Ratio Avg Win / Avg Loss | 5.8616 | 10.6983 | 2.2069 | 1.5445 | 1.8587 | 1.2829 |
Largest Winning Trade | 906820 | 906820 | 68527 | 17050006 | 12881931 | 17050006 |
Largest Losing Trade | -45020 | -26557 | -45020 | -21097681 | -8956193 | -21097681 |
Avg Bars in Trades | 219 | 143 | 297 | 219 | 143 | 297 |
Avg Bars in Winners | 403 | 286 | 496 | 403 | 286 | 496 |
Avg Bars in Losers | 81 | 57 | 111 | 81 | 57 | 111 |
Bars Traded | 13821 | 4590 | 9231 | 13821 | 4590 | 9231 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -134144 | 550141 | -47277 | -191047 | -89713 | 246146 |
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{ "first_band": { "type": "vwma", "factors": { "length": 165, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 163, "offset": 0 } } }
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# | 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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