Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1402979.1763 | 1225305.394 | 177673.7823 | 1398507.3892 | -584136.0283 | 1982643.4175 |
Total P&L (%) | 1402.9792 | 1225.3054 | 177.6738 | 1398.5074 | -584.136 | 1982.6434 |
Avg Daily Profit (%) | 0.7521 | 0.6569 | 0.0953 | 0.1452 | 0 | 0.1629 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100569 | -102119 | -28953 | -3212299 | -2532579 | -905951 |
Profit Factor | 4.614 | 5.7675 | 2.3543 | 1.1533 | 0.8999 | 1.6033 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Losing Trades | 31 | 18 | 13 | 31 | 18 | 13 |
Profitability (%) | 47.4576 | 40 | 55.1724 | 47.4576 | 40 | 55.1724 |
Ratio Avg Win / Avg Loss | 5.1083 | 8.6512 | 1.9128 | 1.2769 | 1.3499 | 1.3027 |
Largest Winning Trade | 1253231 | 1253231 | 52906 | 1718713 | 1718713 | 1427641 |
Largest Losing Trade | -44511 | -44511 | -21218 | -1303964 | -1303964 | -597007 |
Avg Bars in Trades | 90 | 75 | 107 | 90 | 75 | 107 |
Avg Bars in Winners | 152 | 126 | 171 | 152 | 126 | 171 |
Avg Bars in Losers | 35 | 41 | 27 | 35 | 41 | 27 |
Bars Traded | 5365 | 2259 | 3106 | 5365 | 2259 | 3106 |
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 | -160219 | 589107 | -60705 | -231149 | -583047 | 369347 |
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{ "first_band": { "type": "vwma", "factors": { "length": 6, "offset": 151 } }, "second_band": { "type": "tema", "factors": { "length": 149, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 6, "offset": 151 } }, "second_band": { "type": "tema", "factors": { "length": 149, "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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