Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 497238.638 | 392025.4582 | 105213.1798 | 196041.864 | -42107.9491 | 238149.813 |
Total P&L (%) | 497.2386 | 392.0255 | 105.2132 | 196.0419 | -42.1079 | 238.1498 |
Avg Daily Profit (%) | 0.3374 | 0.266 | 0.0714 | 0.0737 | -0.0371 | 0.0827 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85255 | -98604 | -53598 | -369173 | -378816 | -220186 |
Profit Factor | 1.8427 | 2.2448 | 1.3824 | 1.1038 | 0.9616 | 1.3006 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Profitability (%) | 43.3333 | 42.2222 | 44.4444 | 43.3333 | 42.2222 | 44.4444 |
Ratio Avg Win / Avg Loss | 2.4096 | 3.0719 | 1.728 | 1.4434 | 1.3159 | 1.6258 |
Largest Winning Trade | 295372 | 295372 | 72078 | 363964 | 363964 | 213176 |
Largest Losing Trade | -38884 | -38884 | -33161 | -144948 | -137203 | -144948 |
Avg Bars in Trades | 47 | 37 | 57 | 47 | 37 | 57 |
Avg Bars in Winners | 75 | 53 | 96 | 75 | 53 | 96 |
Avg Bars in Losers | 26 | 26 | 26 | 26 | 26 | 26 |
Bars Traded | 4285 | 1700 | 2585 | 4285 | 1700 | 2585 |
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 | 357830 | 341976 | -98009 | -203313 | -582070 | -83426 |
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{ "first_band": { "type": "vwma", "factors": { "length": 83, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 40, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 83, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 40, "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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