Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1354411.7324 | 1154507.7535 | 199903.9789 | 43831276.9475 | 11632729.2671 | 32198547.6804 |
Total P&L (%) | 1354.4117 | 1154.5078 | 199.904 | 43831.2769 | 11632.7293 | 32198.5477 |
Avg Daily Profit (%) | 0.5714 | 0.4871 | 0.0843 | 0.2571 | 0.2012 | 0.2441 |
Buy And Hold Return (%) | 529.2945 | 529.2945 | 529.2945 | 529.2945 | 529.2945 | 529.2945 |
Max Trade Drawdown | -132247 | -106905 | -52291 | -50016187 | -43381532 | -20140266 |
Profit Factor | 3.2607 | 4.3264 | 1.7931 | 1.2296 | 1.1008 | 1.4269 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 50.5155 | 51.0204 | 50 | 50.5155 | 51.0204 | 50 |
Ratio Avg Win / Avg Loss | 3.1941 | 4.1534 | 1.7931 | 1.2045 | 1.0567 | 1.4269 |
Largest Winning Trade | 385992 | 385992 | 65575 | 30061391 | 27049555 | 30061391 |
Largest Losing Trade | -52291 | -36143 | -52291 | -22618688 | -22618688 | -19029765 |
Avg Bars in Trades | 95 | 80 | 110 | 95 | 80 | 110 |
Avg Bars in Winners | 127 | 109 | 146 | 127 | 109 | 146 |
Avg Bars in Losers | 63 | 50 | 75 | 63 | 50 | 75 |
Bars Traded | 9277 | 3951 | 5325 | 9277 | 3951 | 5325 |
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 | 513627 | 444249 | -242642 | 306160 | -101419 | 337037 |
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{ "first_band": { "type": "dcm", "factors": { "length": 155, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 49, "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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