Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 347209.4084 | 317335.6547 | 29873.7537 | -87532.8113 | 188928.1598 | -276460.9711 |
Total P&L (%) | 347.2094 | 317.3357 | 29.8738 | -87.5328 | 188.9282 | -276.461 |
Avg Daily Profit (%) | 0.1813 | 0.1657 | 0.0156 | -0.1087 | 0.0554 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -249332 | -134105 | -151480 | -278451 | -78298 | -279828 |
Profit Factor | 1.2108 | 1.4441 | 1.032 | 0.9258 | 1.4613 | 0.641 |
Total Trades | 406 | 203 | 203 | 406 | 203 | 203 |
Winning Trades | 219 | 107 | 112 | 219 | 107 | 112 |
Losing Trades | 187 | 96 | 91 | 187 | 96 | 91 |
Profitability (%) | 53.9409 | 52.7094 | 55.1724 | 53.9409 | 52.7094 | 55.1724 |
Ratio Avg Win / Avg Loss | 1.0338 | 1.2956 | 0.8385 | 0.7905 | 1.3111 | 0.5208 |
Largest Winning Trade | 77605 | 77605 | 40512 | 67257 | 67257 | 37340 |
Largest Losing Trade | -93503 | -32309 | -93503 | -177268 | -46741 | -177268 |
Avg Bars in Trades | 27 | 26 | 29 | 27 | 26 | 29 |
Avg Bars in Winners | 25 | 22 | 28 | 25 | 22 | 28 |
Avg Bars in Losers | 30 | 30 | 30 | 30 | 30 | 30 |
Bars Traded | 11363 | 5338 | 6025 | 11363 | 5338 | 6025 |
Profit Streak | 0 | 26.4415 | 0 | 0 | 26.4415 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356777 | 392145 | -360645 | -577867 | -115248 | -579322 |
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{ "first_band": { "type": "dcm", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 92, "offset": 0 } } }
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# | 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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