Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 129174.4778 | 83373.1872 | 45801.2906 | 148183.3999 | 111056.7926 | 37126.6074 |
Total P&L (%) | 129.1745 | 83.3732 | 45.8013 | 148.1834 | 111.0568 | 37.1266 |
Avg Daily Profit (%) | 0.4851 | 0.3131 | 0.172 | 0.3419 | 0.2809 | 0.1186 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31845 | -27752 | -66451 | -62094 | -31506 | -110990 |
Profit Factor | 1.5728 | 2.0545 | 1.3128 | 1.4742 | 2.0509 | 1.1795 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Losing Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Profitability (%) | 43.3333 | 44.4444 | 42.2222 | 43.3333 | 44.4444 | 42.2222 |
Ratio Avg Win / Avg Loss | 2.0568 | 2.5681 | 1.7964 | 1.9278 | 2.5636 | 1.6141 |
Largest Winning Trade | 39678 | 39678 | 30281 | 60191 | 60191 | 33344 |
Largest Losing Trade | -20162 | -7743 | -20162 | -39635 | -12814 | -39635 |
Avg Bars in Trades | 138 | 135 | 141 | 138 | 135 | 141 |
Avg Bars in Winners | 212 | 197 | 228 | 212 | 197 | 228 |
Avg Bars in Losers | 82 | 86 | 78 | 82 | 86 | 78 |
Bars Traded | 12482 | 6111 | 6372 | 12482 | 6111 | 6372 |
Profit Streak | 288.7014 | 288.7014 | 298.8264 | 288.7014 | 288.7014 | 298.8264 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 380944 | 359635 | 143319 | 315212 | 349478 | -61998 |
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{ "first_band": { "type": "vwma", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 127, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 127, "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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