Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 285717.9531 | 178886.6572 | 106831.2959 | 196528.4697 | 76804.0547 | 119724.4151 |
Total P&L (%) | 285.718 | 178.8867 | 106.8313 | 196.5285 | 76.8041 | 119.7244 |
Avg Daily Profit (%) | 0.2104 | 0.1318 | 0.0787 | 0.0801 | 0.042 | 0.058 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117944 | -89579 | -93932 | -209443 | -127582 | -141930 |
Profit Factor | 1.5641 | 1.6955 | 1.4286 | 1.216 | 1.1713 | 1.2594 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Profitability (%) | 44.8276 | 41.8605 | 47.7273 | 44.8276 | 41.8605 | 47.7273 |
Ratio Avg Win / Avg Loss | 1.9251 | 2.3549 | 1.5646 | 1.4966 | 1.6267 | 1.3794 |
Largest Winning Trade | 106072 | 106072 | 52387 | 101716 | 77763 | 101716 |
Largest Losing Trade | -34429 | -34429 | -28550 | -90450 | -90450 | -66814 |
Avg Bars in Trades | 91 | 72 | 110 | 91 | 72 | 110 |
Avg Bars in Winners | 143 | 113 | 169 | 143 | 113 | 169 |
Avg Bars in Losers | 49 | 42 | 57 | 49 | 42 | 57 |
Bars Traded | 7981 | 3110 | 4871 | 7981 | 3110 | 4871 |
Profit Streak | 0 | 32.6044 | 0 | 0 | 32.6044 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314653 | -16487 | -86735 | -88223 | -170435 | -116463 |
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{ "first_band": { "type": "dcm", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 27, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 27, "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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