Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 482534.2154 | 325614.6693 | 156919.5461 | 771797.2243 | 186025.6988 | 585771.5255 |
Total P&L (%) | 482.5342 | 325.6147 | 156.9195 | 771.7972 | 186.0257 | 585.7715 |
Avg Daily Profit (%) | 0.2317 | 0.1563 | 0.0753 | 0.104 | 0.0505 | 0.0925 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135287 | -124685 | -111415 | -979551 | -1172992 | -712412 |
Profit Factor | 1.3422 | 1.4391 | 1.2348 | 1.0872 | 1.0389 | 1.1441 |
Total Trades | 412 | 206 | 206 | 412 | 206 | 206 |
Winning Trades | 232 | 117 | 115 | 232 | 117 | 115 |
Losing Trades | 180 | 89 | 91 | 180 | 89 | 91 |
Profitability (%) | 56.3107 | 56.7961 | 55.8252 | 56.3107 | 56.7961 | 55.8252 |
Ratio Avg Win / Avg Loss | 1.0414 | 1.0947 | 0.9771 | 0.8435 | 0.7903 | 0.9053 |
Largest Winning Trade | 46524 | 46524 | 44270 | 243612 | 236836 | 243612 |
Largest Losing Trade | -41055 | -29354 | -41055 | -239772 | -239772 | -237205 |
Avg Bars in Trades | 59 | 58 | 61 | 59 | 58 | 61 |
Avg Bars in Winners | 53 | 50 | 56 | 53 | 50 | 56 |
Avg Bars in Losers | 67 | 68 | 66 | 67 | 68 | 66 |
Bars Traded | 24621 | 12053 | 12568 | 24621 | 12053 | 12568 |
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 | 403393 | 345073 | -93056 | -176963 | -303521 | -131467 |
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{ "first_band": { "type": "dcm", "factors": { "length": 195, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 128, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 195, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 128, "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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