Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 150460.106 | -17482.3186 | 167942.4245 | 43621.7782 | -11309.8843 | 54931.6625 |
Total P&L (%) | 150.4601 | -17.4823 | 167.9424 | 43.6218 | -11.3099 | 54.9317 |
Avg Daily Profit (%) | 0.1448 | -0.0168 | 0.1616 | 0.0348 | -0.0115 | 0.0421 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146585 | -118606 | -82873 | -94862 | -73162 | -63386 |
Profit Factor | 1.437 | 0.9255 | 2.5311 | 1.2007 | 0.9181 | 1.6936 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 24 | 13 | 11 | 24 | 13 | 11 |
Profitability (%) | 61.9048 | 59.375 | 64.5161 | 61.9048 | 59.375 | 64.5161 |
Ratio Avg Win / Avg Loss | 0.8843 | 0.6332 | 1.3921 | 0.7389 | 0.6282 | 0.9315 |
Largest Winning Trade | 43749 | 24947 | 43749 | 20589 | 18186 | 20589 |
Largest Losing Trade | -50272 | -50272 | -48836 | -34850 | -26738 | -34850 |
Avg Bars in Trades | 45 | 40 | 50 | 45 | 40 | 50 |
Avg Bars in Winners | 34 | 18 | 48 | 34 | 18 | 48 |
Avg Bars in Losers | 63 | 72 | 52 | 63 | 72 | 52 |
Bars Traded | 2853 | 1303 | 1550 | 2853 | 1303 | 1550 |
Profit Streak | 71.4013 | 96.4013 | 71.4013 | 71.4013 | 96.4013 | 71.4013 |
Trades During Streak | 13 | 8 | 6 | 13 | 8 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -148289 | -578033 | 517596 | -298206 | -578033 | -133830 |
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{ "first_band": { "type": "vwma", "factors": { "length": 9, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 215, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 9, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 215, "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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