Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 81921.7755 | 47193.0431 | 34728.7324 | 73722.8621 | 66450.8118 | 7272.0503 |
Total P&L (%) | 81.9218 | 47.193 | 34.7287 | 73.7229 | 66.4508 | 7.2721 |
Avg Daily Profit (%) | 0.3146 | 0.1812 | 0.1334 | 0.2123 | 0.1958 | 0.027 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71824 | -26599 | -56513 | -137990 | -47021 | -119333 |
Profit Factor | 1.4016 | 1.6337 | 1.2681 | 1.1974 | 1.5231 | 1.0295 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 69 | 31 | 38 | 69 | 31 | 38 |
Losing Trades | 32 | 19 | 13 | 32 | 19 | 13 |
Profitability (%) | 68.3168 | 62 | 74.5098 | 68.3168 | 62 | 74.5098 |
Ratio Avg Win / Avg Loss | 0.65 | 1.0013 | 0.4338 | 0.5553 | 0.9335 | 0.3522 |
Largest Winning Trade | 15812 | 10516 | 15812 | 27007 | 19222 | 27007 |
Largest Losing Trade | -28354 | -11537 | -28354 | -45154 | -21516 | -45154 |
Avg Bars in Trades | 239 | 238 | 241 | 239 | 238 | 241 |
Avg Bars in Winners | 174 | 171 | 178 | 174 | 171 | 178 |
Avg Bars in Losers | 379 | 348 | 425 | 379 | 348 | 425 |
Bars Traded | 24215 | 11921 | 12294 | 24215 | 11921 | 12294 |
Profit Streak | 0 | 31.4662 | 0 | 0 | 31.4662 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329904 | -170500 | -197738 | 151004 | -171230 | -690647 |
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{ "first_band": { "type": "dcm", "factors": { "length": 143, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 120, "offset": 229 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 143, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 120, "offset": 229 } } }
# | 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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