Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 782510.323 | 710540.6888 | 71969.6341 | 760394.1105 | 6180440.9417 | -5420046.8312 |
Total P&L (%) | 782.5103 | 710.5407 | 71.9696 | 760.3941 | 6180.4409 | -5420.0468 |
Avg Daily Profit (%) | 0.3617 | 0.3284 | 0.0333 | 0.0995 | 0.1916 | 0 |
Buy And Hold Return (%) | 373.7719 | 373.7719 | 373.7719 | 373.7719 | 373.7719 | 373.7719 |
Max Trade Drawdown | -120037 | -83227 | -110573 | -5490802 | -1835504 | -5876711 |
Profit Factor | 2.6369 | 4.6854 | 1.2523 | 1.0509 | 2.4086 | 0.4859 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Profitability (%) | 54.0984 | 54.8387 | 53.3333 | 54.0984 | 54.8387 | 53.3333 |
Ratio Avg Win / Avg Loss | 2.2374 | 3.8586 | 1.0958 | 0.8917 | 1.9835 | 0.4251 |
Largest Winning Trade | 284880 | 284880 | 75887 | 3117531 | 3117531 | 1183709 |
Largest Losing Trade | -88303 | -37600 | -88303 | -3600030 | -1826916 | -3600030 |
Avg Bars in Trades | 99 | 87 | 111 | 99 | 87 | 111 |
Avg Bars in Winners | 113 | 74 | 154 | 113 | 74 | 154 |
Avg Bars in Losers | 82 | 103 | 61 | 82 | 103 | 61 |
Bars Traded | 6056 | 2712 | 3344 | 6056 | 2712 | 3344 |
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 | -157284 | 350576 | -314049 | -397972 | 473094 | -580393 |
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{ "first_band": { "type": "dcm", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 63, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 63, "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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