Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1737085.2099 | 1737771.1593 | -685.9493 | -25156.9473 | 274358.5926 | -299515.5399 |
Total P&L (%) | 1737.0852 | 1737.7712 | -0.6859 | -25.1569 | 274.3586 | -299.5155 |
Avg Daily Profit (%) | 0.7495 | 0.7498 | -0.0003 | -0.0125 | 0.057 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139507 | -125589 | -102509 | -1236826 | -1026551 | -918680 |
Profit Factor | 2.8024 | 4.4705 | 0.9985 | 0.9938 | 1.1305 | 0.8486 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 59 | 25 | 34 | 59 | 25 | 34 |
Losing Trades | 64 | 37 | 27 | 64 | 37 | 27 |
Profitability (%) | 47.9675 | 40.3226 | 55.7377 | 47.9675 | 40.3226 | 55.7377 |
Ratio Avg Win / Avg Loss | 3.0399 | 6.6163 | 0.7929 | 1.0781 | 1.6731 | 0.6739 |
Largest Winning Trade | 1734775 | 1734775 | 53082 | 859436 | 859436 | 292633 |
Largest Losing Trade | -55457 | -55457 | -52710 | -479703 | -456634 | -479703 |
Avg Bars in Trades | 54 | 61 | 46 | 54 | 61 | 46 |
Avg Bars in Winners | 73 | 97 | 55 | 73 | 97 | 55 |
Avg Bars in Losers | 36 | 37 | 35 | 36 | 37 | 35 |
Bars Traded | 6651 | 3826 | 2825 | 6651 | 3826 | 2825 |
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 | 634277 | -138078 | -741714 | -579575 | -350986 | -741714 |
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{ "first_band": { "type": "vwma", "factors": { "length": 176, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 137, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 176, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 137, "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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