Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 303137.6761 | 193943.4267 | 109194.2493 | 83107.828 | 73500.4215 | 9607.4065 |
Total P&L (%) | 303.1377 | 193.9434 | 109.1942 | 83.1078 | 73.5004 | 9.6074 |
Avg Daily Profit (%) | 0.1798 | 0.115 | 0.0648 | 0.0359 | 0.0327 | 0.0054 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137648 | -113663 | -84537 | -479807 | -351112 | -350230 |
Profit Factor | 1.2421 | 1.3249 | 1.1666 | 1.0275 | 1.0479 | 1.0064 |
Total Trades | 389 | 195 | 194 | 389 | 195 | 194 |
Winning Trades | 206 | 102 | 104 | 206 | 102 | 104 |
Losing Trades | 183 | 93 | 90 | 183 | 93 | 90 |
Profitability (%) | 52.9563 | 52.3077 | 53.6082 | 52.9563 | 52.3077 | 53.6082 |
Ratio Avg Win / Avg Loss | 1.1034 | 1.208 | 1.0096 | 0.9127 | 0.9554 | 0.871 |
Largest Winning Trade | 68779 | 68779 | 38951 | 129081 | 129081 | 110484 |
Largest Losing Trade | -57629 | -29148 | -57629 | -148010 | -97636 | -148010 |
Avg Bars in Trades | 51 | 47 | 54 | 51 | 47 | 54 |
Avg Bars in Winners | 50 | 43 | 57 | 50 | 43 | 57 |
Avg Bars in Losers | 51 | 52 | 51 | 51 | 52 | 51 |
Bars Traded | 19976 | 9343 | 10633 | 19976 | 9343 | 10633 |
Profit Streak | 0 | 0 | 14.3309 | 0 | 0 | 14.3309 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345404 | -38460 | -141704 | -334542 | -317967 | -564440 |
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{ "first_band": { "type": "dcm", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 95, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 95, "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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