Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 135690.1403 | 91147.7934 | 44542.3469 | 68988.5635 | 27210.2407 | 41778.3227 |
Total P&L (%) | 135.6901 | 91.1478 | 44.5423 | 68.9886 | 27.2102 | 41.7783 |
Avg Daily Profit (%) | 0.2605 | 0.175 | 0.0855 | 0.1008 | 0.0462 | 0.067 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138869 | -101445 | -68652 | -375045 | -270367 | -147761 |
Profit Factor | 1.215 | 1.2839 | 1.1436 | 1.055 | 1.0424 | 1.0681 |
Total Trades | 253 | 127 | 126 | 253 | 127 | 126 |
Winning Trades | 129 | 62 | 67 | 129 | 62 | 67 |
Losing Trades | 124 | 65 | 59 | 124 | 65 | 59 |
Profitability (%) | 50.9881 | 48.8189 | 53.1746 | 50.9881 | 48.8189 | 53.1746 |
Ratio Avg Win / Avg Loss | 1.1679 | 1.3461 | 1.0071 | 1.0141 | 1.0929 | 0.9405 |
Largest Winning Trade | 53304 | 53304 | 24375 | 72467 | 69739 | 72467 |
Largest Losing Trade | -22861 | -22861 | -14085 | -81596 | -81596 | -34422 |
Avg Bars in Trades | 95 | 96 | 95 | 95 | 96 | 95 |
Avg Bars in Winners | 112 | 109 | 115 | 112 | 109 | 115 |
Avg Bars in Losers | 78 | 84 | 72 | 78 | 84 | 72 |
Bars Traded | 24247 | 12227 | 12020 | 24247 | 12227 | 12020 |
Profit Streak | 0 | 0 | 18.9117 | 0 | 0 | 18.9117 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309088 | 221327 | -142433 | -217669 | -309640 | -252093 |
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{ "first_band": { "type": "dcm", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 85, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 85, "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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