Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 894400.3219 | 1120352.0798 | -225951.7579 | -99215.3091 | 138034.0467 | -237249.3558 |
Total P&L (%) | 894.4003 | 1120.3521 | -225.9518 | -99.2153 | 138.034 | -237.2494 |
Avg Daily Profit (%) | 0.3866 | 0.4843 | -0.0977 | -0.2093 | 0.0375 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -396404 | -226039 | -283537 | -462079 | -258505 | -302434 |
Profit Factor | 1.7807 | 2.7878 | 0.5647 | 0.891 | 1.2698 | 0.4045 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Losing Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Profitability (%) | 40.6504 | 40.3226 | 40.9836 | 40.6504 | 40.3226 | 40.9836 |
Ratio Avg Win / Avg Loss | 2.5998 | 4.1259 | 0.8131 | 1.3008 | 1.8793 | 0.5825 |
Largest Winning Trade | 1290135 | 1290135 | 53046 | 386972 | 386972 | 45795 |
Largest Losing Trade | -68312 | -68312 | -63492 | -131616 | -123733 | -131616 |
Avg Bars in Trades | 36 | 48 | 23 | 36 | 48 | 23 |
Avg Bars in Winners | 49 | 64 | 35 | 49 | 64 | 35 |
Avg Bars in Losers | 26 | 37 | 15 | 26 | 37 | 15 |
Bars Traded | 4441 | 2999 | 1442 | 4441 | 2999 | 1442 |
Profit Streak | 0 | 0 | 91.6768 | 0 | 0 | 91.6768 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 349196 | -142433 | -745405 | -582420 | -300026 | -745405 |
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{ "first_band": { "type": "vwma", "factors": { "length": 132, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 112, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 132, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 112, "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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