Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 246288.0123 | 68644.0504 | 177643.9619 | 3907.5794 | -239327.4218 | 243235.0012 |
Total P&L (%) | 246.288 | 68.6441 | 177.644 | 3.9076 | -239.3274 | 243.235 |
Avg Daily Profit (%) | 0.1616 | 0.045 | 0.1166 | 0.0025 | 0 | 0.0809 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -190082 | -150168 | -85002 | -321010 | -414414 | -160749 |
Profit Factor | 1.2338 | 1.118 | 1.3763 | 1.002 | 0.7923 | 1.299 |
Total Trades | 257 | 128 | 129 | 257 | 128 | 129 |
Winning Trades | 132 | 61 | 71 | 132 | 61 | 71 |
Losing Trades | 125 | 67 | 58 | 125 | 67 | 58 |
Profitability (%) | 51.3619 | 47.6563 | 55.0388 | 51.3619 | 47.6563 | 55.0388 |
Ratio Avg Win / Avg Loss | 1.1683 | 1.228 | 1.1243 | 0.9489 | 0.8703 | 1.0612 |
Largest Winning Trade | 149650 | 149650 | 35999 | 125089 | 125089 | 68117 |
Largest Losing Trade | -43008 | -43008 | -23759 | -112397 | -112397 | -51075 |
Avg Bars in Trades | 34 | 37 | 32 | 34 | 37 | 32 |
Avg Bars in Winners | 38 | 36 | 39 | 38 | 36 | 39 |
Avg Bars in Losers | 31 | 38 | 23 | 31 | 38 | 23 |
Bars Traded | 8963 | 4794 | 4169 | 8963 | 4794 | 4169 |
Profit Streak | 7.0723 | 0 | 12.9056 | 7.0723 | 0 | 12.9056 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330343 | -224652 | -35803 | -573033 | -581903 | -83750 |
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{ "first_band": { "type": "vwma", "factors": { "length": 63, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 91, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 63, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 91, "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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