Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 739212.6934 | 606605.1511 | 132607.5423 | 1169989.5791 | -87219.0043 | 1257208.5834 |
Total P&L (%) | 739.2127 | 606.6052 | 132.6075 | 1169.9896 | -87.219 | 1257.2086 |
Avg Daily Profit (%) | 0.3548 | 0.2912 | 0.0637 | 0.1221 | -0.0987 | 0.1253 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103998 | -84246 | -103097 | -1998166 | -1593775 | -852885 |
Profit Factor | 1.9503 | 2.6838 | 1.3175 | 1.1218 | 0.9817 | 1.2603 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 69 | 33 | 36 | 69 | 33 | 36 |
Losing Trades | 79 | 41 | 38 | 79 | 41 | 38 |
Profitability (%) | 46.6216 | 44.5946 | 48.6486 | 46.6216 | 44.5946 | 48.6486 |
Ratio Avg Win / Avg Loss | 2.233 | 3.3344 | 1.3907 | 1.2844 | 1.2197 | 1.3303 |
Largest Winning Trade | 337778 | 337778 | 58253 | 818821 | 787547 | 818821 |
Largest Losing Trade | -37135 | -31986 | -37135 | -875660 | -875660 | -580264 |
Avg Bars in Trades | 164 | 147 | 182 | 164 | 147 | 182 |
Avg Bars in Winners | 244 | 218 | 267 | 244 | 218 | 267 |
Avg Bars in Losers | 95 | 89 | 101 | 95 | 89 | 101 |
Bars Traded | 24381 | 10892 | 13489 | 24381 | 10892 | 13489 |
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 | 437150 | -52623 | -172729 | -117063 | -645671 | -90514 |
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{ "first_band": { "type": "dcm", "factors": { "length": 208, "offset": 91 } }, "second_band": { "type": "vwma", "factors": { "length": 225, "offset": 0 } } }
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# | 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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