Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1081952.1042 | 888385.9158 | 193566.1884 | 53875604.455 | 54647869.4866 | -772265.0315 |
Total P&L (%) | 1081.9521 | 888.3859 | 193.5662 | 53875.6045 | 54647.8695 | -772.265 |
Avg Daily Profit (%) | 0.4328 | 0.3554 | 0.0774 | 0.252 | 0.2525 | 0 |
Buy And Hold Return (%) | 783.4481 | 783.4481 | 783.4481 | 783.4481 | 783.4481 | 783.4481 |
Max Trade Drawdown | -76092 | -75333 | -47936 | -13261271 | -8932606 | -16294453 |
Profit Factor | 3.7865 | 5.2305 | 2.0856 | 2.2054 | 3.3902 | 0.9646 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Losing Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Profitability (%) | 55.0562 | 56.8182 | 53.3333 | 55.0562 | 56.8182 | 53.3333 |
Ratio Avg Win / Avg Loss | 3.091 | 3.9752 | 1.8249 | 1.8003 | 2.5766 | 0.844 |
Largest Winning Trade | 359476 | 359476 | 55642 | 43348943 | 43348943 | 7948132 |
Largest Losing Trade | -49582 | -49582 | -22750 | -10255246 | -8932606 | -10255246 |
Avg Bars in Trades | 106 | 122 | 91 | 106 | 122 | 91 |
Avg Bars in Winners | 132 | 124 | 140 | 132 | 124 | 140 |
Avg Bars in Losers | 75 | 120 | 34 | 75 | 120 | 34 |
Bars Traded | 9482 | 5384 | 4098 | 9482 | 5384 | 4098 |
Profit Streak | 66.4336 | 0 | 67.4336 | 66.4336 | 0 | 67.4336 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -28856 | -105834 | -250327 | 508686 | 572836 | -579721 |
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{ "first_band": { "type": "vwma", "factors": { "length": 90, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 238, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 90, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 238, "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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