Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 518961.6863 | 425928.9363 | 93032.7501 | 551813.4755 | 282929.2367 | 268884.2388 |
Total P&L (%) | 518.9617 | 425.9289 | 93.0328 | 551.8135 | 282.9292 | 268.8842 |
Avg Daily Profit (%) | 0.2261 | 0.1856 | 0.0405 | 0.0817 | 0.0585 | 0.0569 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150861 | -127087 | -65531 | -556492 | -453697 | -321465 |
Profit Factor | 2.1805 | 2.8965 | 1.4327 | 1.3752 | 1.3569 | 1.3967 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 43.0769 | 39.3939 | 46.875 | 43.0769 | 39.3939 | 46.875 |
Ratio Avg Win / Avg Loss | 2.8814 | 4.4562 | 1.6237 | 1.8173 | 2.0875 | 1.5829 |
Largest Winning Trade | 262196 | 262196 | 45663 | 423032 | 423032 | 179288 |
Largest Losing Trade | -36174 | -36174 | -33781 | -158375 | -127151 | -158375 |
Avg Bars in Trades | 99 | 90 | 107 | 99 | 90 | 107 |
Avg Bars in Winners | 148 | 136 | 158 | 148 | 136 | 158 |
Avg Bars in Losers | 61 | 60 | 62 | 61 | 60 | 62 |
Bars Traded | 6436 | 2986 | 3450 | 6436 | 2986 | 3450 |
Profit Streak | 0 | 0 | 83.6866 | 0 | 0 | 83.6866 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -126560 | 319641 | -137440 | -220751 | -117383 | -115852 |
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{ "first_band": { "type": "vwma", "factors": { "length": 160, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 79, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 160, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 79, "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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